I use one of those thermos-like things from Starbucks. My wife got it for me so I don't know what it cost but it fits perfectly into my seat tube bottle cage. My commute is about 35 min. and it keeps my coffee fairly warm (certainly not hot) for that long.
Plus, I live in SoCal so it never gets super cold here. Oh, wait, you do too, so you know how that is!
Rick / OCRR