We grew up with buckwheat pillows in the house. They are fun to snuggle and can be heated in the microwave for extra warmth (or chilled in the refrigerator for days like today!). After baby #1 came along, we always heated up a small pillow and tucked it in the stroller on long winter strolls. Wise Craft shows us how to make your own rice pillows.
You'll need basic sewing skills, some remnant fabric and the filling, in this case rice. But you can use buckwheat, lentils, etc. Check out her very detailed instructions here.