These things are super-comfortable, and you don't have to wear them like a balaclava (you can fold them in different ways). The red one looks the nicest; like Jenny McCarthy, it's a lovely maroon.
Oooh! I still just use the bandana and hoodie method but it's been windy enough that it doesn't like to stay on when I'm riding my bike, which is most of the time. And it's under ten dollars! Can poeTV do a White Elephant this year?
I had no idea it was fire retardant and zombie proof and etc when I got it; it was just available for cheap at the local army surplus store, and it is warm. Also, it fits tightly enough around the sides of the head that it doesn't impair peripheral vision.