Yup, they do exist!I have been scouring the internet, but are either really expensive, or have a short battery life!
It is for a birthday present plus...We live in Scotland ;P
Maplins...just search heated jackets. If memory serves me correct they are about £20, just use rechargeable batteries rather than standard ones.
They do heated innersoles, gloves, gillets, and hats I think.