Hand warmers are awesome between innings.
My favorite happens to be a jacket I "found." I was pitching a game for a team I had never played with in a tournament, and forgot a jacket. One of the players had this big puffy team jacket, that was made of some rubber/plastic material...completely wind proof and airtight. Being that it was airtight it held the heat and moisture real well, and is like an oven after only a min or two. After the game, which happened to be less than 30deg outside I instantly offered the guy $50 for the jacket and haven't played a game without it.