I was homeless for a few years. That means I stayed warm at night in freezing temps by piling three people into a too-small tent (one designed for two people) and sharing "bio heat" as our only heat source.
I hate long sleeves and seldom wore them.
Tight clothing actually cuts off your circulation and makes you colder.
The right material -- flannel, wool, sometimes knitwear -- can keep you warm even when wet.
Being cleaner helps keep you warm.
Eating warm cheese, like a quesadilla, helps keep you warm.
Because of my medical situation, I don't have carpeting, upholstered furniture, etc. My home is a lot less prone to being too hot in summer and too cold in winter than when I was living the standard North American Lifestyle steeped in Affluenza.
I keep intending to someday blog about such things, but it's always such insane drama to comment on it on internet forums that I figure there's no point and haven't gotten around to it. But we really don't talk about how our lifestyles have changed so much in recent decades and we seem to, on the whole, not wonder about things like "I wonder if a hundred years ago people were fundamentally more comfortable, temperature-wise, than they are today because their homes were more spartan simply because no one had the kind of wealth we have today?"
There's a lot of things that have changed and we seem oblivious to the possibility that those large scale changes may account for some of the issues individuals are experiencing. We tend to just medicalize it and act like "You, as an individual, have some kind of personal problem."