Outdoor Research Alpine Hat made from Gore Windstopper. Windstopper is utter **** for most uses, but it works really well for hats. The Alpine Hat can be folded down to cover your ears and the top of your neck. It can be folded up on warmer days. You need a little extra space in your helmet.
OR also makes the Peruvian Hat, which is just like the alpine one except that it gives more coverage. It has a draw string to cinch the sides down around your face. This can be used for colder days.
Finally, OR makes a balaclava out of Windstopper, and this can be used for the coldest days.
OR's stuff is made for mountaineering but it works well for other purposes.
Windstopper lower face masks can also be used in combination with a hat to give more flexibility.