HotHands Hand Warmers, $2.21, available at Amazon
I've used these hand warmers ever since I started skiing, and surprisingly, they haven't changed at all.
These little warmers are the perfect size to slip into your gloves and keep your hands warm. Just shake the air-activated heat packs (made with iron powder, water, salt, activated charcoal, and wood fiber) and put them in your gloves for up to 10 hours of warmth.
There's also a version of these for your toes that you can squeeze into your boots if you don't have electric boot heaters, and for your body too.