I've seen most of these myths in various publications over the years.
Festive medical myths -- Vreeman and Carroll 337: a2769 -- BMJ
The one that really pisses people off is the fact that sugar doesn't cause hyperactivity in children. I feel like a witch at an inquisition when I mention this one to parents. Junkfood Science Blog has lots more information on this one. This belief is a good example of confirmation bias, if you ask me.
I like the explanation about heat loss from your head. I hadn't heard about that military study. I always suspected that myth came from ignorant scientists who thought the brain looked like a radiator. The brain does kind of look like it would be a good radiator, but since it's inside a skull, it wouldn't work well to radiate heat. If we lost so much heat only from our heads, we should be able to go outside in below zero weather and be perfectly comfortable wearing only a hat. Try that experiment and let me know how it works out for you.