What are some important things I can do in the winter to make my day of ice climbing more enjoyable?
Be sure to bring a thermos for the cold days in addition to your water. Try to avoid caffeinated drinks such as coffee. Caffeine is a vasoconstrictor - it will shrink your blood vessels, thus reducing the supply of blood to you extremities and make you colder. Plus it is a diuretic, and the increased frequency of you having to pee will make you dehydrated, which also makes you colder. Hot jello is a great winter drink!
Be sure to bring water bottle insulators (Outdoor Research makes a bottle parka) to keep your water from freezing, and place your bottle in the parka upside down (be sure the lid is on correctly). This will make any freezing that does occur at the actual bottom of the bottle, then you can flip it over and still be able to unscrew the lid.
Bring multiple pairs of gloves, and a pair of mittens. The ONE thing that will definitely get wet - unless you have a high quality pair of gloves designed for ice climbing - is your glove. Cold hands are not fun. A good number of gloves is at least three (including your mittens).
Also, if you are looking to buy a pair, we highly recommend they have padded knuckles. You hands will appreciate it.
Bring a warm parka/jacket to put on over your climbing jacket. That way when you are belaying, eating, waiting, etc you can stay warm.
Stay far away from cotton!
Try to eliminate cotton from what you are wearing that day when out climbing, Definitely do not wear jeans.