Really! Drinking a thermos of hot coffee when you're out in the cold may make you feel warmer because it will increase blood flow to your skin, but in the end the drink will make you colder.
A cup of black coffee has essentially no food calories and adds only 5.5 heat calories if it's at 140ºF. But your body uses 1.5 calories a minute just to keep itself up to temperature and functioning. This means that a cup of hot coffee would only supply enough energy to run things for about 4 minutes. Not much left over to heat your body!
But here's the really surprising part. When you're cold your peripheral blood vessels constrict to keep your skin from acting like a radiator--that's why your fingers and ears turn blue. But caffeine is a vasodilator--it makes the smooth muscle in the vessel walls relax so they become wider and carry more blood.
When you drink coffee more blood flows to your skin where additional heat is lost through conduction, convection and evaporation so you'll end up colder than when you started! Try hot chocolate. An average sized cup of ground roasted coffee contains about 85 mg of caffeine, and cocoa or hot chocolate only has 4 mg...and about 450 food calories.