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I think it's called Warm Window... http://www.warmcompany.com/wwpage.html It's pretty heavy, though.

I've used Insul-brite, and Insultex. For a hat, I'd go fleece, some insulator, and a ripstop...

This stuff?
http://www.diygearsupply.com/cgi-bin/shelf.cgi?numb=65

it's not breathable, though...