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We'd never forget a warm running shirt on a cold day, but sometimes we neglect to protect two important areas: our hands and head.
On merely cool days, a pair of inexpensive cotton painter's gloves will do the trick to keep your fingers warm and comfortable. Gloves made from Thermolite brand fabric work well for cold – but not frigid – days, and they're fairly cheap, too. When it gets really cold, fleece lined with a windproof barrier or insulated gloves are a good choice.
Hats do double duty. They protect from the sun, and they protect from the cold. If sun is your concern, a cheap white painter's hat can serve. Or a cycling cap. For a few dollars more, you can spring for a nylon cap with mesh sides.
In the winter, watch caps are popular. A polyester knit is fine, except on seriously cold days. Then turn to a lined hat. If it's really cold, consider a balaclava helmet to protect your face.