I like my 10 dollar chaos fleece bandanna Link, its got a paisley front and fleece back, and velcro behind the neck.
I don't like full cover masks because I find I sweat a lot in em even when its really cold, but then I wear a helmet. Also the bandana is fashionable, paisley rocks . If you're not face planting all day snow isn't an issue and it dries pretty quick.
The UA hood looks good too though but I prefer my warmer to not cover my entire neck, having long hair stick to your neck under a warmer sucks ass.
I rock the Bandito on occassion, and it's pretty handy. Fleece lined on the inside so it's warmer than a regular bandana. Plus, mine has a small rectangular mouth vent that lets me breathe easier. It's definately not the warmest, but it's good for most days here in New Jersey. I also have the Chaos-style bandana posted earlier, but have yet to try that out.