Fly south for the winter, stay indoors and light a fire, or snuggle with the one you love.
As far as while working, I think it depends on the type of cold. Usually the only one that really gets me is the evil north wind. I don't necessarily need to layer, but I do find that limiting exposure is helpful. Most cases I just go with whatever the rest of the crew is doing. As long as they don't get carried away and have us wear so much that I'm sweating before the kickoff I'm good to go.