I have done quite a few REALLY cold observing sessions where I was the only one to stay out all night (everyone else in the club wimped out). Here are some of the things I do:
Clothing:
-Thermal underwear ... get a good pair, they make a huge difference against your skin.
-Sweat pants... these hold a nice warm pocket of air in the cotton
-Skiing pants (or heavy wind pants)... duh, they stop the wind and keep your warm air in
-2 layers of medium weight socks. 1 heavy layer isn't as effective for me.
-GOOD BOOTS. I laugh when people show up in tennis shoes... if your feet get cold, you get cold.
-Thermal underwear top
-Extra long t-shirt (short sleeved) ... this one baffled a few people until I explained it. I don't like all the layers binding my arms up, I feel like the kid in A Christmas Story that can't move his arms! But I tuck the thermal underwear top into the thermal bottoms, and the long t-shirt into the sweatpants. This gives me 2 layers that are tucked in and really help keep those drafts from moving in/out at my waist when I bend/move around.
- Sweat shirt
- Good heavy ski coat (stop wind and wetness)
-A pair of those light cotton or neoprene gloves
-A heavy pair of ski gloves or mittens (my favorite). That way I can take my hands out o the mittens for changing eyepieces and things and not expose my hands to the air. Everything else I can do with the mittens on, and mittens keep your hands warmer than gloves by not isolating your fingers.
-Hat, Hat, Hat, Hat, Hat... if you don't have a thick cotton hat on, you might as well go home. Your head, neck, face, and brain have more blood vessels and muscles per inch than anywhere else in your body... they use and lose a LOT of heat. Cover them well.
- Scarf, tuck this into your jacket and when you are just standing around you can pull it up onto your face/nose and it'll make a huge difference. An alternative is a face mask hat, but I don't like those myself.
- If your coat has a hood, pull it up! This will block the wind on your neck and ears and also blocks some light!!
Other stuff:
-Big thermos with hot chocolate/coffee
-One of those portable cooler/heaters that run off a 12v battery to keep food warm. I take hot ham and cheese sandwiches, warm bread and maybe left over pizza or something. Those heaters keep the food hot and a warm snack is wonderful
- Park your car upwind and setup behind the cover of it, or use a tree/shrub line to block wind. Plan your observing to look the other way.
- Get one of those "fire blankets" that are sold for emergencies. They have a fabric insulation with a plastic wind blocking layer. I keep this near my chair and while I'm sitting down, I wrap up with it. If I sit for 5 minutes with this, I barely feel the outside!!
Last but not least, when you are not looking at something, move around! Do a few jumping jacks, some high knee lifts or a short walk. Walking around a bit for 3 minutes lifting my legs high really gets my blood moving and also kind of wakes me up a bit.
Sorry for it being so long, but I am able to stay out all night in pretty much any weather condition for observing and haven't really been cold. I've been chilly, but not ever to a point where I was cold and miserable.