I'm weak, so whenever I have to go out in the cold, the only place I'm really cold is my face, because it's not kosher to wear a ninja mask outdoors. Japan disagrees, and thus, a Sanyo neck warmer.
The warmer will be $US84 (translated from Japanese yen), and the waist warmer will be $US96, available in various sizes. Sanyo says that the waist warmer is good for outdoor activities as well as indoor ones, while you're just sitting around. Theoretically, the neck warmer is just a neck warmer, but if you turtle your head down, I'm sure you can get covered to at least nose level.
If you want extended warming power, you can also use Sanyo's mobile booster - a separate device - to add life.