Hat - I'm a big fan of the CountyComm WX Warrior Beanie, way warmer than lots of heavier hats I've tried, and wicks moisture really well
Gloves - FDT-Alpha shooting gloves in black; they don't look like shooting gloves and I can do anything firearm-related with these gloves on. If it gets really cold I replace those with heavy waterproof winter gloves.
Wool Buff
Sunglasses with microfiber wipe
With these items in my parka and appropriate footwear I'm good down to at least -15deg F.
I also keep a small box of matches, a pen, and some facial tissues in a pocket.