Last year as part of my prize package for Stupor Bowl I received a Chuey Brand winter cycling cap
If it is above 25 degrees I will wear my Grovecraft wool hat, but when it dips below that mark I reach for the Chuey
For those of you who aren't familiar with Chuey, they are handmade in San Francisco by a crew of working and ex messengers. I love this hat and cannot recommend one enough. It's warm enough for me to wear well below zero (I put a balaclava over it if it's under 0, air temp), it's stylish for a winter hat, and super comfortable. If you are in the market for a warm ass winter cap, you should definitely check Chuey Brand out.