I'm wondering if water might be a better medium in some cases than rocks or bricks. By weight, water has five times the heat capacity of granite, for instance. However, you are limited to boiling as an upper limit. If you used 70F as your lower limit at which the heat was no longer useful, you'd have to heat a pound of rock to almost 800 F to store the same energy as a pound of boiling water.

It does seem clear that a nalgene bottle filled with boiled water would make a better foot warmer for your sleeping bag than an 800 degree rock.