If you find a baseball cap cold in the winter, try a Lowe Pro Goretex/fleece insulated peaked cap with earflaps - perfect!
While by no means the height of fashion, my winter driving hat looks a bit like this (except in a rather violent bright electric blue colour...). It works to keep the ears and neck warm and the low sun out of the eyes, but it does leave one open to the ridicule of one's small children
