Quite a few folks up here seem to like Musk Ox for scarves and hats. Apparently works a lot better than wool.

I could never seem to get my wool or cashmere scarves to wear properly. I could get them set the way I wanted, but then they would slip and lose their effectiveness. Learning to wear a shemaugh properly made a big difference, but cotton is no good for really cold weather.

If you have a problem with neoprene, I've found that a layer of silk seems to help a lot with any trapped condensation. Maybe a combo like that would be preferable.