I seldom wear a cap... Usually wear my hat until the wind gets up over 30-40mph-- and then when I do I like the railroad cap too...
I do have a big old furry brown bomber hat that comes out when its blizzarding-- but unless you stay out in the cold my head gets to sweating in it too bad..
I prefer a cowboy hat- and have several sets of ear muffs that fit under the hat in my vest and coat pockets and stuck in each vehicle... They keep my ears plenty warm for most weather...