Another thing I had to learn was to relax my death grip on the bars. That causes vasoconstriction. It's much easier to keep my hands warm with a nice, loose, relaxed grip.
This is pretty important for me as I never have any problems with my feet and toes (or my head as long as I wear a tuque) but my hands are always a trouble area. My solution when they get cold, is to bunch my fingers together in a fist until they regain circulation, alternating one hand and then the other, whenever I can afford to relax my grip on the handlebars.
On the positive side, my hands get so cold that I don't suffer more when any other part of me is cold too
