check out my heated gloves!

they take 3 x AAA batteries each and last for one hour. no more cold hands for me

Whoa they run on 4.5V. You can get a DC-DC converter or use those cell phone power supply. They spit out 5V too. Then you can run extension cable from your battery to your glove hahahha. It use standard connector there so you could buy the male connector at radio shack and wouldn't have to hack up anything. Wouldn't it be sweet when people see you plug yourself into your bike when you ride?

You could probably run them off a single lithium battery.
If it gets really cold, use two lithums in series.