You can go to Lowes and get a "painting hood" similar to a balaclava that only costs a few bucks. it's a offwhite color. You might be able to dye it. I haven't tried yet though. It looks similar to what race car drivers wear.
Ok ok I'm not afraid to admit it. I used pantyhose!
I bought a new pair and cut out one leg, pulled it over my head, and cut a face hole. Fits perfect and keeps all my hair in. It's black so its not transparent and I don't look like I'm robbing a bank
I got a breathable painters hood, I havent tried it out yet, I though I would tuck it into my neck seal, my hair is past my shoulders and it looks really bad hanging out, plus it keeps hair out of the way when your putting on all this stuff.