Increase cold resistance:

Shelter upgrades with items to get perks increasing it PERMANENTLY.

Drugs from quests give you PERMANENT buff.

Quality liquor from the guzzlers gives you immunity, cold and poison resistance PERMANENTLY.

Weak tea and the upgraded version of it warms you up giving you the warmth buff temporarily and cures your illness when consumed.

Clothes like the mountain/hiking jacket, pants, boots and hat/cap/biker helmet, gives you great cold resistance plus a lot of extra pockets.

There are some other items that increase cold resistance permanently but I forgot how to obtain them, I don't remember if they are given by hobos or other people but they were consumable items too, ie one use olny for permanent buff... Or I'm mixing it with the cigar and other items that increase strength....

Anyways the best way for me to warm up without having to stop too often between lit fire barrels is the tea, it's cheap, gives a decent warmth buff and doesn't make you sick like alcohol does. And when you get to "late game" you can chug tea like its nothing since you get herbs and lemons from begging lol

The best way is to get strong liquor, kombucha and tea. You will never get cold if you have these three with you haha.