This The North Face beanie is quite thick and warm, but since I only run with a beanie when it’s really cold and early in the morning, it works for me. If it’s not cold enough to wear a thick and warm beanie, they I’ll just run without one.
And what convinced me to buy it in the first place, just hanging there among about 20 other thick running beanies, was the fact that this one actually fit like it was supposed to, no egg shapes on top of my head, if you know what I mean.