One thing I was taught which I am not certain is true, though it makes sense: If you have a ways to walk/run to a warm spot after getting out, and it is very cold out in the air, it is best to strip off most of your clothing before going. Leave the tighty-whities on for decency sake!. You loose much less heat to bare skin in the air as to wet clothing, especially wet cotton. In fact running back to a warm spot mostly nekkid will probably shave some time off of the warm-up period.
Don't worry, the jewels will make a reappearance in a day or two ;-).
