Check out this tutorial for amking a rabbit fur hat. I would think they would be pretty warm in the winter. Terrabyte Farm shares a tutorial for making your very own rabbit fur hat. Kids would like these I think.
Rabbit Skins 12-Inch by 14-Inch, Snow White
Natural Fawn Rabbit Hides Small – Medium
Natural Top Grade Rabbit Fur Pelt Skin Taxidermy (Gray)