Another vote for the Gore Windstopper. I found that its perfect in cold rain too. Keeps the heat in even when wet.
Big Test Icycles Racing
Cannondale beanie has my vote... It's warms, it breathes pretty well, and it fits nice under my helmet...
2011 C-Dale Flash 1 650b
2013 Scott Genius 930
2015 Charge Cooker Maxi