i get cold a lot, too, even here in north carolina! (hard to imagine how i made it growing up in michigan.)
anyway, my advice is to invest (yes, this stuff is not cheap) in some seriously warm clothes. i absolutely recommend going to a sporting goods store for some Capiline (long underwear that's really really warm but can breath), some Woolrich socks (come in many different types; also warm but let your feet breath), and maybe a down vest or something. look around, they have a lot of good stuff to keep you warm. make sure you have a warm coat and don't feel silly wearing hats, they really help!
cashmere is also really nice. i have two cashmere sweaters that i LOVE. got them both on clearance so they were about $30. (end of winter is a great time to buy them.) the sweaters are warm and fuzzy but they still let your skin breath to some extent. when i was in michigan i had several wool sweaters i wore a lot, but now that i'm not used to wool the material is pretty scratchy on my skin.
oh, and can exercise improve circulation? i enjoy the "warmed up" feeling exercise gives me, if only temporary. YOGA definitley helps circulation, so you might want to look into that.
good luck!