Nolan N102 helmet is great for cold weather riding.
Don't have to have everything wrapped around your head.

 

I have this from REI, but I added a fleece panel on the bottom of the front and back so it tucks into my leather. Works good as low as 27 degrees. Haven't tried it in lower temps.

http://www.rei.com/product/725708/seirus-ultra-clava

 

http://www.jpcycles.com/product/1230005

I USE AND LOVE IT

 

Just about anything from Schampa.com.

If you wanna stay real warm, but one if the 'Skinnies' sets.

 

I wear a Balaclava and it works fine for me,but I don't do a lot of winter riding.

 

Love this thing. Easy, light, warm, and doesnt squeeze my face.

 

I use a neoprene one. It wraps around my face and has Velcro on the backside. It covers from the top of my forehead to under my chin. I have ridden in 28 degree temps on my Sportster and face has been fine. I wear goggles and 3/4 helmet.

 

An excellent choice.
http://www.jpcycles.com/product/130-026

 

I rock a neoprene with a skully hat (sig pic) in 30 degree weather with no issue.

Note: That fire was burning prior to my arrival!

 

These would be great for anytime in Wyoming! The wind here in Casper gets 40-50 mph on occassion and you wouldn't believe the amount of dust/sand flying around with it! These would be great protection from getting your face sandblasted!