Spent 18+ years in the military, out in the rawest of weather and never found a heated type of clothing worth it. Most of the stuff would make you sweat and was not functional enough to do anything in. Let me tell you the last thing you want on a cold cold day is to sweat and then have that heated device give up on you, I'd compare it to turn yourself into a block of ice and have someone spray water on you in a 50mph wind, not fun at all. Just plain old layered clothing designed for artic conditions will fare one well on that sub-zero, keep yourself still in it, kind of weather.
If you think about it, having a heated vest with a controller that allows you four settings (high/medium/low/off) would probably be better than just layering up, especially if you are going to be somewhat active. With a heated vest, you can turn it off while your walking, and then turn it on once you get on a stand. With layered clothing, you end up having to take off layers and carry them around with you, or just deal with sweating your butt off while your walking.