I've used the chemical hand/foot warmers, they have the added advantage of being thin enough to wear in your mits or boots and last all day or night long. The Reusable ones are great for a burst of heat, as in slipping into a cold sleeping bag ...

But the best one is the charcoal burner mentionned. I've had them for years and they are bomb proof. You do need the charcoal refills !!! though and they might be hard to light up with frozen fingers, so don't wait too long before pulling them out !!!