There are so many options you can go with. I agree that keeping your hair down will keep your neck warm, but that's also why they have scarfs now :). But when I think or winter look, I think of curly hair. I don't curl my hair very often usually only in winter cuz I live in Florida and that's the only time it ever gets somewhat cold. But ya like if u wanna do that or put your Hair in a high ponytail in the back or side of you hair then curl it. Or half up and down. There's also a lot of options on YouTube :)
There are many hair styles for those who choose to go natural. There is the Afro, the Mohawk, the Dreadlocks and the Corn Rows. These styles have been modified for the present day. However, you can get more tips from www.youtube.com/watch?v=MlxKqcjXhqA.