We haven't had any super cold weather here, and it's almost February. That's great, because I'm hoping to use the money I had for a heater on something more productive:)
I have one small electric space heater, and need to use it more affectively as a hand warmer, as it doesn't really have enough power to do anything else. I found another space heater at work, but I lack the electrical power to run both. When plugging both in, the first reduces power by about 1/2.
The main problem I've had remains my hands. A few things I'm going to try include heavier gloves during warm-ups. I notice on the last cold day, my hands were actually already somewhat cold before I even started working with the metal bars. We are suppose to have some colder weather next week and am going to try hand warmers on the back on my hand, if it gets below 20 in the ghetto. I've had VERY good luck with them in the past, with other outdoor activities.
Other things I've considered for the future include putting PVC over one of my bars. The PVC handled dumbbells I have don't seem to transfer cold nearly as quick as metal. I may or may not get this up and running by the predicted cold next week. I'm also thinking with some exercises I might be able to use a slightly thicker glove. Turkish get-ups in particular, due to the length of time the lift lasts are a pain.
A friend also mentioned I might want to try heated pipe wrap. This is a thought, especially since I don't pay the electric bill:) But, I need to look into it further. I'm not sure how warm they are.