I've been snowmobiling when it was -25*F. On a snowmobile it's pretty scary, the air at ~20mph feels like it goes right through your snowsuit (even my heavy duty Gore-Tex lined suit). Gloves don't seem to do much either.

If I didn't have the built in hand warmers on my sled I think I would have lost my fingers in under an hour, same with my feet (lucky for built in foot warmers).

It taught me to:

#1 Wear even more clothes, as well as glove liners or maybe over-mittens.

#2 Pack more disposable hand-warmers (they worked surprisingly well to help keep hands and feet warm when stopped).

With that in mind, my favorite quick starting fire device is a hand held marine flare. They work like road flares, but are safer to hold and can easily be cut down to half size. They're also more water resistant than road flares. Burn time isn't as long as a road flare (only three minutes) but that is plenty of time to get a fire going.

If you know anyone with a boat they probably have some laying around that are out of date, and are therefore no longer needed by the boater. Even if they are out of date by USCG standards they still work for at least a few years later, I've haven't had one fail on me yet and most are 2 or 3 years out of date.