I use various HotHands models. I especially like the toe warmers. I put one on the bottom and one on top of my toes. Works great.
Also, the kind you'll find in drug stores that actually wrap around your body and are intended for muscle pain work really well for super-cold days. They're a bit pricey though.
On cold days, it's not unusual for me to have 8 or 10 HotHands products all at once. 4 on my feet, one for each hand a couple in front pockets, a couple in back pockets and a couple sticky types on my back.