Skull caps are quite good and are windproof on the front where it matters. If you wear a helmet they're thin enough to fit underneath, and if you don't wear a helmet they're still advantageous as they occupy little more space than a handkerchief, and so can be easily stowed away if you get hot. I started with a SealSkinz one, which was expensive but worked well. Having worn that for about 5 years, it's coming to the end of its life, but I spotted Aldi selling cheapo ones a week or so back, so I've already got a replacement.