I think I have been temped to do something like that after all the yells and horns etc. but I have never done it. Not sure it is the best way to act. It may only make drivers more angry about bikes. But who knows.
I underdressed today on the ride. I thought I would be working hard enough to keep warm, but to no avail. When I got to work, my feet were freezing. They are finally starting to thaw out after I get some warm socks and oatmeal in me.