Try making hats, etc. in stranded knitting (the technique used in Latvian mittens, and I think Scandinavian sweaters) - the strands in the back create tiny pockets of air to keep you warmer.
Maybe this is a no-brainer, but I was blown away when I learned that this is the main reason Latvian mittens are so colorful and intricate.
On the needles:
Hooded sweaters for DD1 and DD2