Up here in the Great White North, I survive with hand warmers inserted in my gloves. Then it doesn't matter what you wear. Here's an example of what I'm talking about:
http://www.mec.ca/Products/product_detail.jsp?PRODUCT%3C%3Eprd_id=84552444254 1029&FOLDER%3C%3Efolder_id=2534374302696025
These are non-reusable chemical packs (but they're environmentally okay). They last a long time, so if I'm done before they are, I just slip them into a small zip-lock bag to stop the reaction. These work a lot better than the sodium acetate liquid heat packs you might have seen elsewhere (the ones that regenerate in boiling water).