How cold is very cold?

Unheated clothing shouldn't be a limiting factor for training in most climates in the world. In the winter it can be too icy, too dark, cleared traffic lanes can be too narrow, or if you have asthma you may not want to exert yourself in the cold. But you should be able to easily generate enough body heat to stay warm with the right clothing. (Check out the "Wool Weenies" thread...)

I've worn heated motorcycling gloves and DH has a vest. But those are for motorcycling when wind chills are extreme and you're not usually getting higher than about a Zone 2 heartrate (unless maybe if you're ice racing...). Besides it really not being necessary, I can't imagine carrying around a battery pack big enough to keep it running!