I haven't tried them and I wouldn't for reasons already stated. I carry a few chemical hand (or foot) warmers during the winter but I see that as an emergency tool to use, say, if my fingers were on the verge of frostbite, I couldn't manipulate my pack, matches or gear and was approaching a distress situation.
In my opinion, if your extremities are chronically cold you may wish to determine if there is a reason, medical or otherwise. It sometimes has to do with circulation and the cause of that could be as simple as the combination of heavy duty winter socks and shoes too tight cutting off circulation. Once you've been frostbitten you are at a higher risk of repeating it; again, the circulation damage caused by the first occasion (or even near occasion I understand).