+1 on the Peruvian style caps with ear flaps. I feel the cold more on my ears than my head overall. The OR model in Windstopper is good. Other than that, a simple microfleece beanie is something everyone should have– cheap, light and easy to stow.
I'm still looking for the perfect balaclava– it seems to be a very personal sort of fit– head and neck size, face opening, how breathable, etc. So far, the lighter ones seem to work best.
I've been experimenting with a buff too, but they seem small for me (I wear an XL hat). I think I can get more out of a simple fleece scarf. I've been thinking about using a square of microfleece like a shemagh — a shemagh is the cloth head scarf worn across the Middle East. All you need is a simple square about 40" on a side. It may be that fleece is a little thick and a shemagh is typically worn folded into a triangle, so a single layer triangle of fleece may work as well. My thinking is that it could be a universal sort of item like a bandana– scarf, hat, balaclava, a neck seal for your quilt or sleeping bag, etc.
