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Food and Drinks
-Eat well before you go. Having a tummy full of food helps to keep your metabolism up and blood flowing so your body is producing the heat it needs.
-Stay well hydrated. Drink lots of water from the moment you get up. You often need more water in the dry winter air.
-Take a thermos with a hot beverage like coffee or hot cocoa to drink periodically.
-Avoid smoking when out in the cold because the nicotine negatively affects your circulation by causing your veins to constrict. The cold also causes your veins to constrict. The combo means not enough blood moving through your body.

Clothes
-Wear loose fitting clothes in layers to keep in the heat. Cotton as a first layer if you won't get wet (including by sweat) or synthetics to wick away the moisture if you could get wet. Wool as a second layer is ideal. The outside layer should be wind resistant.
-Don't dress so warmly that you sweat as that counteracts everything you're trying to do. Wearing a button-up wool shirt is often better than a pullover fleece sweater because you have more variability in degrees of exposure with a button up shirt, which means you don't have to choose between sweating or going cold.
-Don't forget to keep the feet warm and dry. Take a change of socks if your feet might get wet and change them as soon as your feet are wet.
-A scarf or other means of covering the face could be important depending on windchill.
-I suggest taking a few extra blankets, jackets, handwarmers, or gloves as you're able in case some others there came less prepared.

Actions
-Keep moving, even when you're standing in one place, to keep your blood flowing well to all your extremities. Don't forget to wiggle your toes quite a lot to keep the blood moving all the way down there.
-Use natural windbreaks as protection and if there aren't any, try to create one (the most minimalist option being to turn your back to the wind) so that you don't have exposed skin being hit by the wind in freezing temps.

Frostnip/Frostbite
-If your exposed skin starts to become firm or pale, or if it progresses past that point to become red, if your skin has a burning sensation when it is reheated or if it starts to feel numb, then you probably have frostnip. Frostnip can occur in less than 10 minutes in a typical TX winter--the harsher the wind chill, the faster the frostnip develops and the faster it then becomes frostbite. It most often affects the nose, ears, cheeks, fingers, and toes. It can take a year to heal from the nerve damage frostnip causes. And that isn't even bad enough to be called frostbite, yet! You need to take it seriously and start warming the exposed place immediately.

Hypothermia
-If your teeth are chattering, you are shivering, you are stumbling, or you're not thinking or speaking as clearly as usual, then you probably have the first stage of hypothermia. Keep an eye out for others who appear to fit this profile as hypothermia often causes people to not be able to recognize what's happening to them. Some will even start pulling off their clothes in their confusion. Get yourself or anyone else fitting this profile into a warm, dry place where they can be treated.