They used to teach in First Aid that you should do the "curl up in a sleeping bag" technique for hypothermia, but it is no longer sanctioned by agencies like the Red Cross or Saint John Ambulance (at least in Canada).

Applying warm packs to the neck, armpits, and genital areas is okay, but you must be very careful that you don't burn the casualty in doing so. Casualties in hypothermia are more susceptible to tissue damage, I understand, so anything that's warmer than normal body temperature will be too hot. (Even those chemical handwarmers will be too hot for direct skin contact.) I'm not sure if that applies to severe hypothermia or not; will have to get my books out and review.

Rubbing the skin to improve circulation is another huge no-no in hypothermia. All you're doing is forcing the body to circulate extremely cold blood into the partially warmed body core, which contributes to the "shock-cooling" effect that Paramedicpete described.