I love the simplicity of the design, and also there is no real fussing around with it. You jusy put it on and go!
By far my favorite is this heathered gray number from Madewell: for only $45.

A couple other that I would consider...

Echo Double Inifity Scarf at Bloomingdales-- $48

Deep Gurnani Multi Wrap Scarf at Shopbop.com-- $66
( If its more for fashion then warmth)
and finally,

The Juicy Couture Luxe Cable Inifity Scarf at Shopbop.com-- $178
A total splurge, but worth it.