Reduce exposure before adding more gear
Shorter routes, enclosed shelter and planned stops can matter as much as equipment. Avoid standing still in a harsh biome while already cold.
Use the heat sources supported by your version
Warming mechanics can change between versions. Verify which blocks, items or environmental effects your build recognizes, then test them in a controlled area.
Carry a recovery plan
Before a long trip, decide where you can retreat, warm up and resupply. A safe turnaround point is often more useful than pushing forward until the temperature system becomes an emergency.