I don't know about you but I get pretty darn cold if its not covered in our winters (-30 with -20 windchill will do that to you)
I remember what Jerry Seinfeld said about this. "Doesn't this mean that if you had a warm enough hat, you could ski naked?"
I've started wearing hats more in the winter because I've noticed I cannot function if it gets too damn cold. I have noticed that I don't get near as cold when I wear one. BUSTED.