Most jackets trap your body's warmth. Few generate their own. The Mountain Hardwear Refugium Jacket includes a cleverly concealed battery that warms your core for 8.6 hours and includes the option to charge your gadgets, too.
The heat is customizable, featuring three levels of warmth that you activate with a tab in the coat's chest (sort of like a very lame Iron Man).
This coat, as described so far, will run you $375. And Brian Lam really liked the technology when he checked it out several months back.
For another $50, you can add a USB adapter that leads into a pocket that's fed from the same battery as the heating element. In other words, you'll be able to recharge your phone, but it could be at the cost of freezing to death or at least losing a few limbs.