Wool ones can itch so unless you like that sensation go for fleece ones
If you want a hat with an open end for you to put your hair through then search Ebay for 'tube hat' or 'dreadlock hat', you can also use a neck gaiter as a hat as long as it is long enough.
You can get loads of different styles of hats but just remember how much of a plonker you are going to look in one of those jester ones with the bells on, also, how annoying are you going to be to everyone when you jingle on the slopes.

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