3. Know Where You Can Hang Out Indoors
If for some reason you didn't pack enough layers, you may occasionally need a place where you can hang out indoors a while and warm back up. Gift shops are ideal for this, especially in Magic Kingdom—using the shops there, you can go from one end of Main Street, U.S.A. to the other without ever stepping foot outside.
Of course, there are also plenty of restaurants and attractions at each park that happen to be indoors, so do some research beforehand and you'll always have an idea of where you can step inside when the weather gets to be too cold for your tastes.