One of my most crucial pieces of cold weather gear is my balaclava. I don't like too much on my head and face, so I went with a cheap little polyester balaclava that shields me from the wind but doesn't smother me. It's not thermal. It's not fleece. It's just one small layer between my face and the elements. If you've ever considered cold weather riding, a balaclava is a great addition to the wardrobe. I'd highly recommend it.
Mine is made with a big enough hole that I can pull my face through. Honestly, I usually only wear it for probably 30% of the commute on my face. I get hot quickly and pull it down. But it also covers my ears and head (since I don't have a lot of hair up there).
Get out there.