How do you stay warm when it's 30 degrees below [-34°C] with a windchill of minus 75 [-59°C]? Stoke the "inner" while managing the "outer," says Ann Bancroft, who endured just such conditions on her 1,717-mile [2,763-kilometer] trek across Antarctica with Liv Arnesen in 2000-2001. The advice applies in milder winter weather, too.

Most people have the outer part of the equation down—insulate with layers of wool, fleece, Gore-Tex, and so on—but the inner is often neglected. Keeping the metabolic furnace roaring takes huge amounts of fuel, Bancroft says, and that includes "all the high-fat stuff you can't eat at home." Every day, the two women consumed granola bars, potato chips, high-fat freeze-dried dinners—and a foot-and-a-half-long [half-meter-long] chocolate bar. They drank cocoa fortified with instant coffee, cream, and sugar.

"At the end of the day, if we'd paid attention to our internal thermostat, we could simply get out of wet boots and into dry socks and sip some hot soup," Bancroft says. "The world changes at that point."