If there were a "What the heck!" category in the iTunes App Store, Pocket Heat (available for $1.99) would live there.
Pocket Heat turns your iPhone or iPod Touch into a portable heater by maxing out your iPhone CPU's processing power. You can adjust the heat level by using an onscreen slider, which claims to alter the temperature and illuminates graphical "heating elements" on your display.
We would test this app, but frankly, we're afraid to. While the iPhone includes safeguards to prevent serious overheating, Apple has previously issued a heat advisory for the iPhone 3GS. Apple's own Knowledge Base states that the iPhone should be operated in a place where the temperature is between 32 to 95 degrees Fahrenheit--prolonged exposure to extreme heat will produce a temperature warning screen.
Given speculation that overheating may also be the cause of previously reported problems with the Wi-Fi on the iPhone and mixed App Store reviews (comments range from IceCold's, "What joke, doesn't get warm!!!!!!" to Adam_13's statement "Decent but kills battery."), we say thanks, but no thanks. We'll just stick to gloves, jackets, and fuzzy hats.