I'm a big fan of those "Hot Hands" and "Toastie Toes" chemical warmers. They last a long time and put off quite a bit of heat. I always have some in my pack when I'm hiking in cold weather. I think those little packets are pretty close to magic.

They fizzle out when wet, but I haven't had any real problem with that. I'll use a bunch of those if I'm cold. Put a couple in my pants pockets, in my shoes, and in my gloves. I'll toss a couple "Body Warmers" in my sleeping bag at night and put them in between pairs of socks.