A really old remedy from our family is to actually soak whatever body part is giving you grief in cayenne and hot water for 15 minutes. So feet which in turn move up to legs with circulation the effects aren't instantaneous but you can definately feel the difference after one soak. Just use as much as you like either less or more it's always to your preference.
Cayenne in Socks - Diabetics Beware
Someone offered this advice to hunters (and anyone else looking to keep their feet warm): sprinkle cayenne in your socks. It DOES work. However, DIABETICS BE WARNED: you should be careful using any topical treatment which provides heat, be it medicinal or homeopathic (this includes cayenne, IcyHot or similar items, electric heating pads, etc.). Because diabetics often suffer from poor circulation and skin issues, using such items can produce burning, and since diabetics often do not heal as quickly, this can become a serious medical issue.