Hey I have tried bringing a big puffy(down or poly fill) coat with me. When I stop for extended periods I put on the puffy. Doesn't help the feet or hands, though. Legs are seldom a problem. I use this method when rock climbing. You come down from a climb all hot and sweaty, on goes the coat. Size and weight are important but nowadays they have some really warm down parkas that weigh almost nothing and pack small. Check out backpackinglight.com There is a gear swap forum where the weight weenies sell stuff for cheap.