My best cold-weather sailing device was the full enclosure I had constructed for my Morgan 33-O.I.. It cost me $700, it's made of 30-mil clear vinyl, held in place with snaps and Velcro. It consists of four, removable panels, all of which can be removed independently.
When motor-sailing up the ICW, outside temperatures were often in the mid 40s, but on days when the sun was shining the temperature inside the cockpit was in the upper 70s. Some days the temperature inside climbed into the 80s, during which time I either removed one panel and allowed some of the heat to escape, or in some instances, opened the front panel of the dodger.
The neat part about the enclosure is that not only does it keep the entire boat warmer when the sun is out, a fair amount of the heat is retained when the sun goes down. Now, when it really got cold, and temperatures fell to the lower 30s, at night I rolled up in a down comforter that I purchased from a department store for $40. It was a great investment, and sleeping in that chilly cabin was never a problem.
When I got out of the Vee Berth, which was usually about 7 a.m., the propane stove was fired up to prepare coffee and breakfast, and in just a few minutes the cabin and cockpit enclosure were both toasty warm.
This has been the coldest spring I've ever experienced. The temperatures have averaged about 12 to 15 degrees below normal nearly every day. It feels a lot more like March than May, at least in the Chesapeake's upper reaches. Sure miss those swaying palm trees, sugar white sand, turquoise waters and 80 degree temperatures I enjoyed during the dead of winter in Marathon, Florida.
If you don't buy a heater, and you can swing it, thing seriously about heading south and spend the winter in Marathon, Key West and the Dry Tortugas. You won't regret it.