The best of guidance is Rasoolulllah's صلى الله عليه و سلم

Q 10: Some people wear a turban, some wear a Qulunsuwah (cap), and many offer Salah (Prayer) with bare heads, I mean men. Which manner is the best in reward? We appreciate your advice, may Allah reward you with the best. 

A: It is desirable for a Muslim to wear his full garment when going to Prayer, the head cover included; because Allah (Glorified and Exalted be He) enjoined His servants to adorn themselves when going to Salah. Allah (Glorified and Exalted be He) says: O Children of Adam! Take your adornment (by wearing your clean clothes), while praying [and going round (the Tawâf of) the Ka‘bah,]

Besides, it has not been reported from the Prophet (peace be upon him) that he offered Salah without a head cover. In fact, he used to always wear a turban, and the practice of Muhammad (peace be upon him) is the best guidance.

May Allah grant us success. May peace and blessings be upon our Prophet Muhammad, his family, and Companions.

The Permanent Committee for Scholarly Research and Ifta'
Chairman - Shaykh Abdul-Aziz ibn Abdullah Al Al-Shaykh

Source: http://www.alifta.net