Well, judging by the above opinions, I thinks its a rather subjective question.

I, personally, don't wear ANY headgear when kilted. A tam, glengarry, balmoral, etc are too costumey IMO, unless you're in a pipe band.

I would, however, wear a tweed driving cap when dressed casually, say for a pub night or something. As for wearing one of my three cowboy hats.... good lord, no.

But, like the threads here about shirts, collars, hose, and brogues vs. dress shoes.... its all dependant on one's personal style.