Being able to take off clothing without having to stop is a skills that needs practice, but can be useful if you are in a groove, and importantly. comfortable on the bike (how many time do you find you just can't quite get the sweet spot between shorts and seat after a stop?).
I've taken off leg warmers and arm warmers and a light-wind jacket with minimal detachment from the handlebars. The issue then becomes where to put the items, and usually they go in my jersey's rear pocket until the next stop. Leg warmers can be quite challenging, getting them over my shoes -- and depending on how far I have ridden and/or intensely already, a leg muscle also might start cramping at the most inopportune moment.
Naturally, this is all done on a quiet country road, or a very wide shoulder on a highway.