Are you an iPhone owner? Well, do we have an app for you! Pocket Heater [iTunes link] is a $0.99 app that promises to turn your favorite device into a pocket/hand warmer.
The app works by stressing the iPhone's processor, battery and other functions to cause the device to overheat and hence become warm to the touch. In theory, this stressing shouldn't cause any damage to the device or yourself, but this is still something we'd classify as "no warranty, use at your own peril."
Because my hands are actually pretty cold right now (and I can't type wearing gloves), I decided to buy Pocket Heater and give it a go. The verdict? It works...sort of. It takes some time for the app to heat the device up, and while you certainly get a warming effect, I'm not sure it's anything that would actually negate the cold.