Keep moving Try to limit the time sitting. Stand up and move around to allow circulation to reach better reach all body parts. Blankets and a portable seat or cushion Sitting on cold pavement or concrete can increase the risk of hypothermia. Sitting on a blanket or portable seat will limit the risk. Drink plenty of fluids Dehydration can occur even when the temperature is below freezing.
Hot chocolate is a great way to remain well hydrated.
Alcohol diminishes the body's ability to feel the cold and can cause an increased exposure time. With wind chills dropping so low, frostbite is a serious problem. Visit this link for a chart describing wind chill effects on exposed skin at various temperatures.