My Gracie is very sensitive to the cold. She will seek out heat when ever it gets a little cooler. The floors are always chilly here in the winter and I think with her being so close to the floor when she walks that she gets cold easily.
I got her a couple of sweater dresses last year and she is very comfortable in them. They are not tight on her fur or constricting at all.
Zack and Zoey Fair Isle Dog Sweater Dress Size Small | eBay
That is one of my favorites. I also got socks for her. I think she likes the sweater more than the socks!
I think some dogs are different than others as far as how well they maintain their body heat.