I've recently started with these caps that are made with one layer of fleece and the other layer of any type of material that makes it look interesting. There is an elactic band in the back to keep the hat on your head rather than over your ears and on the crown of your head!

The other type of hat is a single layer of fleece with a headband and a string to snug it down on your head so it can't ride up over the top of your ears. Most nice in cold weather!