with compression, that doesnt happen a lot to me. with thermals, i sweat a decent bit but i would rather have that, than be cold while im outside. i would def wear compression with sweat pants as the wind will cut right through the material.
lol compression gear works well too, been there man.
yea i have worn beanies to professional environments, not sure about other guys. the minute I enter a building, i take the hat off so not many people really see it
another crucial part of dealing with the cold is to layer. if you have them, long johns and thermal undershirts will keep you very warm. i personally would recommend uniqlo heattech.also wearing sweaters and knits over buttondowns will help as well.