In real winter, pretty much always a toque/beanie/watch cap. I need the double layer around my ears or I get cold! And I like that they stay put when it's windy and layer easily under a hood. I have some slouchier knit styles that are more like a beret or tam and wear those more often in the spring and fall when it's chilly but not freezing.
For summer, I'll wear pretty much anything except a true baseball cap (makes me feel too much like a camp counselor). I have full-brim hats in cotton canvas, faux-straw, and nylon, plus a linen baker/newsie cap and a really old canvas cadet cap -- the flat top looks much better on my head than a rounded baseball cap. Mesh-back trucker caps, which are very trendy with the outdoor rec crowd, also look completely ridiculous on me. I often look at them longingly because companies like Patagonia and Prana release lots with cool artist-designed prints.