I found these wonderful items in a local store; they're called "jackets", "hats", "gloves" and "boots". They're made to keep you warm when it's cold outside. Who would've thought. You can even get them online.
Seriously, having gotten my license in January the only times I've been able to shoot outside is during the winter. Even though this was a mild winter at times I can't say I've been shooting outside when it's actually been warm. The worst though was traipsing through several inches of snowy slush back in early March. Just cloth according to the temperature and do it.