Cold weather workout

So as I was riding my bike to the train yesterday something dawned on me that I am sure every person who has ever worked out in cold weather has experienced as well. You get out of the house and it is freezing, so you have a coat on. Of course, once you get going, you are all hot and sweaty. The sweat the makes you cold once you have stopped performing at a high level.

It led me to think, why dont they make a heating/cooling patch (much like they put on newborns to regulate their body temperatures) marketed at these outdoor excercisers. This way, they could go from a warm house, to a cold environment to a warm house, all without (literally) breaking a sweat.

-Christopher Paul