Balaclavas keep your head and face warm when it is cold. They fit close, so wind and cold cannot get in. That is great on a long walk, when hunting or while you sit still and wait for an animal to photograph.
Why balaclavas are so handy
A normal hat leaves your cheeks, neck and chin bare. A balaclava, however, covers it all. Only your eyes and mouth stay open, so you see well and breathe freely. The fabric breathes. It wicks sweat away and holds on to the warmth. As a result, your head stays dry, even when you walk at a brisk pace.
You can also wear it in more than one way. Roll it up and you have a normal hat. Pull it down and you have a neck warmer. So it adapts to the weather and to what you do. That saves you one more hat in your bag.
What should you look for?
First, look at the material. For cold weather, you want fabric that is warm and breathable, such as the one from MFH. Are you heading into nature to take photos? Then choose one with camouflage, so animals spot you less fast. Also check the fit. It should sit close, but not pinch. That way it stays comfy all day.
In short, balaclavas are small, light and warm. Are you also looking for something for your hands? Then take a look at gloves and mittens. You find more warm clothing in clothing, and hand warmers in heat and protection.