A very plain and not very thick wool cap, similar to the "USGI navy wool watch cap" I think, except thinner and not with the tacticool lock... Perpetually used together with a very thin wool buff around my neck.

Don't forget the hood! My wool cap will not keep the strong wind out, so up goes the hood. The hood is uninsulated, but blocks the wind.

This simple, plain and thin setup works very well for me in a wide range of temperatures and activities. It will take extreme cold and/or wind to make me put on anything more.