Bald guys: Any luck finding a winter hat that doesn't itch like crazy?

I currently have the standard stretchy hat thingy. (Sorry, I forget what they are called)

It drives me nuts.

You guys find anything that works for you?

I go with either a tight-knit beanie or skull cap if I want ear protection. If not, just my casual (non-sports specific) baseball cap or a cool cadet-like cap.

Also, as alluring as they might seem, do not go with a fez.