If you forget about the cold, you aren't cold
Very profound...
To add with what's already been mentioned...Don't blast the heat in your vehicle on the morning drive, it makes the cold seem that much colder once you step outside.
Don't be 'bundled up' to your fullest on the walk in. Keep your gloves in your pockets, jacket unzipped/tied around your waist., if your bibs/coveralls have side-zip legs, keep them open a bit. You will build body heat during the walk. Once on stand, only put layers back on, or zipped up only as you need to, you'll be surprised how much longer you can stand the cold.