I am a beanie nut and have lots. I have a surplus FDE USMC cheapo beanie I use under an oversized Viper multicam cover, and it works due to thinness and breathability with the cap, but kind of sucks alone.
I have an similar cheap beanie in black for cold weather and LE duty use. I get my beanies large enough to cover the tops of my ears. The cheap single layer unlined fleece is almost totally sound transparent.
I have a thin Smartwool beanie for a thin in helmet i sulator that breathes or as a sleeping beanie, which I like because I can pull it over my eyes in a sleeping bag. Not warm enough alone under 45 degrees though.
I have a Outdoor Research Gore Wind stopper beanie, which is the best in colder weather but is not very breathable (no hiking or you drown in swest) and the membrane blocks some sound. Its the best in cold and wind, but has largely been relegated to sleeping in cold weather or use around camp where situational awareness is not important.
I think cheap, single layer fleece is the best answer for wind under 10 mph and temps over 32. With colder weather and high wind you need a wind barrier and double thick fleece over your ear tops. Just make sure it does not cover your ear hole or it will seriously cut your SA.
Those are my thoughts.
Mountain hardware used to have a really great multicam beanie but it totally covers your ears and blocks sound.