Similar to the two posts above... I either wear my vert warmest mittens (sometimes with handwarmers inside) or just put large handwarmers in my vest pockets, and keepmy hands in there unless shooting ( I still carry gloves or mitts if I'm roving).
A note on handwarmers: there's the regular two in a package kind, but I usually use the "hand-body warmers"... twice as big, and last three times as long.
Good tip is that these warmers last for hours. If onlu out for a short while, put them in a small ziploc bag and squeeze out most of the air - they'll still be good for another couple of sessions.