Sheepskin as cozy stroller liner
STL Mom has lots of good ideas, but this one popped up in the comments of Hot water bottle as stroller warmer, and I wanted to be sure everyone saw it:
I received a sheepskin at a baby shower, but was always scared that my daughter would suffocate if I let her sleep on it. Instead, I cut slits for the stroller straps and used it to line her stroller in cold weather. It was soft and warm and she loved it.