Your armpit under your jacket will warm up the canister nicely in about 10-15 minutes. Guaranteed to wake you up in a hurry on a cold morning!

While windscreens enclosing the canister are normally not recommended due to the danger of overheating the canister (BOOM!), they do keep the canister warm during cold weather use. (Remember that the fuel inside vaporizing cools down the canister.) Just keep feeling the canister to make sure it doesn't get hot! I use a windscreen that doesn't quite go all the way around the canister.

A piece of insulation under the canister to protect it from snow or frozen ground helps, too.