it's cold out there, but my hands are warm

A stainless steel handwarmer.

I have two of these - one for each pocket - or whatever other dirty ideas you can come up with <-- yes your mind is working overtime - I can see it! ;)

They run on liquid lighter fuel (conveniently bought) and heat for 24 hours. The less air they get, the longer they burn for.

They are not dangerous, there is no naked flame.

They have been around since the American Civil War, perhaps longer, I don't know. But I love my hand warmer.

There are numerous reputable brands around, one is Peacock the other is Zippo, I'm not sure about other brands available, but if you are going to buy one, make sure it's a good one, one without rubber fittings, (which burn during the lighting process)

A Victorian (Australia) seller is http://doncastersportinggear.com.au/shop/index.php?main_page=product_info&cPath=27_80&products_id=340 who appear to be sold out - but give them a call, perhaps there is other stock available.

For the small initial outlay - the benefits are wonderful (and warm)