Next winter and I still have the same problem. When it is cold and windy my ears are killing me after some time outside without a good hat or headband. It is a big problem for me since I remember. That is why I always have at least 3 - 4 good headwear so I never forget to take one. There is also a good side of my affliction - after years I became a hat expert :) Now I want to share it with you.
There are 3 main types of winter headware - cap, headband and hood - all
of them do their job but I use them in different situations.
When it isn't very cold but the wind is strong I love to wear headband! I
had already a lot of them - as well thin windstopper ones as thick and
warm polar headbands. They also have one great advantage - They will not
destroy your fancy hairdo :D
If it is very cold I leave my head band at home and consider only 2 choices - cap or hood? This choice is based on simple rule. If I will be among other people - non fishermens I will take a warm, but good looking cap (here you can find a good cap with great price ). For extreme outdoor situations when I don't really care how do I look I take an under armour hood and sometimes additional - bigger size - cap :)
I hope some of you who has the same problem will find my advices usefull. As I said many times before - Good outfit is much more importent than hi-end rod or reel.