I opted for a oversized OR Windstopper Fleece bomber hat. Carhartt makes one too and theirs has a drop down face mask.
I bought it a size too big so I can layer it over a wool watch cap or, in my case, an old ray way bomber hat kit that I made that the string had come off of.
If nothing else, I would think that you could buy one of these pre made hats, turn them inside out, then sew some syntetic insulation and a liner on it, turn it right side in, and have a great hat.
Me ... I wanted the versitility of layering options and for a total of 3 oz, I'm willing to pay the 1 oz weight penalty.