Whether you are in your house, a cold office building, or outside, long underwear or fleece lined tights/leggings make all the difference in the world. If I am in a climate controlled house or office, the fleece lined tights are all I need under my regular clothes. If I am going in and out or working in the garage, I opt for a merino base layer. I hate having lots of bulky clothes on and gloves get in the way of everything. With an extra base layer, you don't even notice the extra clothes.
Also, if I am feeling chilly and can't get warm, I will hop on our treadmill for a quick mile. I'm not a very fast runner, so a mile is plenty. But, it bumps up my internal body temp and keeps me feeling comfy. Next time you are cold, pop on your shoes and go for a little run or use a cardio video or some thing for 15 min. You will be amazed how good you feel. Better than a space heater. Admittedly, not as good as a cat.