Some interesting thoughts guys. To be honest, I haven't delved into the human literature on this in a long time. I used to know the NST literature cold until I switched from mammals to insects in my research. So I'm out of the loop on some of the recent research on diet and cold adaptation. But I do believe there's more to it than what we see in terms of traditional biochemical pathways. Lundin touched on this when he discussed Diet Induced Thermogenesis although the mechanism he described for it was way off base. Evidently he got his info from a book on winter ecology by Tim Halfpenny. I need to look that book up.
Anyway, to make a long story short, we know precious little about the affect of DIT on cold acclimation. To put it in a nutshell, DIT results from consuming an unbalanced diet. So if you consume a high fat diet or a high protein diet or a high carb diet, or a low fat diet or a low protein diet or a low carb diet etc, you will utilized the diet with less efficiency than a "balanced" diet. In fact, this is how the term "balanced" diet was originally defined, by the amount of thermal energy it produced (i.e., "wasted" energy).
There is certainly a lot of anecdotal evidence to indicated that a high-protein diet will keep you warmer in the cold. A good book on this topic is Kabloona, about a guy who lived with some traditonal Inuit. I can dig up more info on this when I get home.
Anyway, as for DIT, I'm going to refer you to a paper written by an incredibly brilliant scientist:
http://www4.gvsu.edu/triert/research1/DIT03.pdf