I don't think it is just the treatment that makes us cold. I think that the weight loss has the same effect. I had no chemo or radio. I went down to 7 stone after surgery in August 2008 and didn't get warm until the following summer.
Keeping head, hands and feet covered and cosy makes a big difference. I also kept a fleece blanket by my chair and often wrapped myself up in it. Hot water bottle was good and one of the heat bags that go in the microwave.
Being outside that first winter was a nightmare as I used to just clench up and everywhere hurt. Night-time was horrid too as I hurt too much to cuddle.
I am 2 years + post op now and have put a stone back on which has solved the problem.
Sue