I always thought carbs were the thing. I go for the pasta the night before a cold-weather hunt, and don't skimp on the fat-filled cheese sauces. The carbs release sugars slowly into the bloodstream, giving heat and energy. That's my myth and I'm sticking to it.
Peanut butter sanniches and dry socks go a long way, too. Don't eat the socks. Change into them a little more than halfway through your hunt. And folks are right to advise against alcohol. It throws blood from your core into the capillary beds, which flushes and warms you briefly, but actually serves to chill you down.
'Nother box of mac'n'cheese, please!
Killdeer