Thermal Clothing...

Can anyone recommend a good thin thermal balaclava?
I can't stand having anything thick under my helmet (except my head - thought I might as well get in first), so I'm looking for one of those thin cotton jobs. I'm wondering if there is anything around that is both thin and offers some good thermal protection.
Thought about ordering one of these:
http://www.kitbag.com.au/category470_1.htm
But would probably prefer it if they came up over my nose.
I can't stand having anything thick under my helmet (except my head - thought I might as well get in first), so I'm looking for one of those thin cotton jobs. I'm wondering if there is anything around that is both thin and offers some good thermal protection.
Thought about ordering one of these:
http://www.kitbag.com.au/category470_1.htm
But would probably prefer it if they came up over my nose.