(Ok, I realise that our cold isn't anything like as cold as some places get - e.g., I was following the weather forecasts for Edinburgh during their winter, and for the whole of December and January I don't think there was a single maximum above 10 degrees. By comparison, winter maximums here are around 12-15, with the occasional nice day 16-17).
In the morning, when the temperature is in the range 5-12 degrees, I go out wearing a short-sleeved shirt, and walk (or run) to the train station, about 1km away. While sitting in the office, supposedly at 20-22 degrees, I progressively put on a jumper, vest, and sometimes jacket, while sitting at my desk. Then, for lunch-time, I either go out wearing all that (if I'm just planning to randomly wander), or go back to just the short-sleeved shirt and go walking briskly. After lunch, I'll usually again put on more clothes, then back to the short-sleeved shirt for the walk to the train station, and then home. I'm sure people think I'm a little weird, though.
Meanwhile, I have a cold, my first (and hopefully only) of the year. It was inevitable, really, Lisa had one over the last weekend, and it's pretty hard to avoid after that :)