I have a russian style ushanka like the one you linked to.
I removed the faux soviet insignia tourist garabge, and added velcro to the flaps. I found it to be an inexpensive and warm winter hat. Very useful when I had to walk to class in the northern Indiana winter.
Anymore I generally wear a black knitted winter hat. The first one I bought from walmart was rubbish - the knit was too loose and wind cut right through it! I threw it away and bought a Carhartt branded one, which is much, much warmer. Unlike the ushanka, a black knitted hat is very nondescript, which is a feature I find useful in everyday life. The nail that stands up, gets the hammer.