Pocket Heat is an iPhone application which over heats your iPhone and keeps you warm during winter or cold atmosphere. You can adjust the heat by using the interface (see screenshot above).
Pocket Heat (App) is priced at 0.99$ and can be purchased from iTunes Store (see screenshot to the left), the application size is around 2.2 MB and its developed by HAL Apps LLC. This app is compatible only with iPhone and iPod Touch (requires iPhone OS 3.0 or later). Once bitten, twice shy; I am not giving this a try yet :P.