I love being sly in the winter because I can wear a winter beanie and take it off as soon as I get inside. When I had hair I always got really bad hat hair and I would sit inside hot and sweating because my hair was all matted down and greasy from the cap.
.Also, I use a HeadBlade Sport. It takes a few tries to get used to, but then its smooth sailing. I know Headblade also sells accessories, like winter caps. I'm actually considering ordering one.