Another vote for a Buff (planetbuff.com - can get lightweight ones, or ones that are half polar fleece). Or a heavy-duty sunscreen (a good idea if it is sunny out, even in the winter), Aquaphor or a bit of vaseline, especially when it is windy. I only use the Aquaphor on my lips  and the tops of my cheeks, though.

I want one of those old school "home invasion" style ski masks (with the eye and mouth holes)--but I can't find them anywhere. 

Don't forget the winter camo pants....