My current favorite: 2 socks or a really thick/long one stuffed in the mouth, some duct tape on that, a long bandage around the head (to protect the hair), 2 sided duct tape around the head and a thick wool scarf to top it all up.
If the bandage falls off you can use the double sided tape in the beginning too, and I've also seen someone use acoustic paneling, which must have a strong effect.