skullcap  

Skullcap

Skullcaps cover your head and fit under your helmet. There are two styles of skullcap, summer and winter. The summer style is made with very light weight fabric to allow moisture wicking and to protect your head from the sun. The winter style is made with breathable-wind-block fabric that extend down to cover your ears.
(Bicycling Specific Clothing)

  Pros: Warm, plus they cover your ears
  Cons: May interfere with the fit of your helmet
     
Balaclava  

Balaclava

Balaclavas are over the head hoods with an opening for your face. They cover your head, ears and neck. Lightweight polypro or silk works best for cycling.
(Outdoor Recreation Stores)

  Pros: They can be pulled down around your neck if they become too hot, plus they will keep the wind from going down jersey
  Cons: Some people feel a little claustrophobic in them
  Notes: A lightweight Balaclava is probably your warmest option.
     
Helmet Cover  

Helmet Cover

Helmet Covers are made of lightweight material that stretches over your helmet, covering the vent holes.
(Bicycling Specific Clothing)

  Pros: They provide warmth without interfering with the fit of your helmet.
  Cons: Not quite as warm as a skullcap and no ear protection
  Notes: You can buy one or you can use a hotel shower cap.
     
Neck Gaitor  

Neck Gaiter

Neck Gaiters are like a tall headband, usually about 8" - 16". They are made of lightweight polypro or silk. You pull them over your head and they cover your neck.
(Outdoor Recreation Stores)

  Pros: The taller ones can double as a poor man's balaclava, any can be used as a headband.
  Notes: You can add a small Neck Gaiter to a skullcap for nearly the same functionality as a balaclava.
     
Headband  

Headband

Headbands come in many styles and weights. Generally the lighter weight ones work best for cycling. They should cover your ears but shouldn't get in the way of your helmet. Headbands are good if you don't need a lot of thermal protection for your head.
(Outdoor Recreation Stores)

  Pros: Small, easily carried if taken off
  Cons: May interfere with the fit of your helmet
  Notes: You may be able to find small ear muffs that attach to the traps of your helmet.

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