For me an insulated ball-type cap and a hood. The hood if necessary for the (ever present) wind, cold wind on the back of my neck chills me faster than about anything. I don't draw down the hood so I can still hear, the windbreak effect is what does the trick. When even colder I have this Cabella's insulated cap with an attached knit face mask. Looks pure stupid but it works, and I can roll the face mask part up over the bill if I want just a cap.
