At the CT Ren Faire, in October, I have to deal with this often. I play both recorder and pennywhistle, and here's what I've found, for what it's worth.
Before anything, consider the instruments you'll be playing with (if any) Strings go sharp when they get cold, and wind instruments go flat, so finding a nice middle point is essential if playing with anyone else.
1) use an anti-condense drop or two in the fipple before you start. In my experience, it's best applied from the window end, and allowed to trickle out the mouthpiece, which you can then wipe, so you don't taste soap/detergent and/or blow a bubble or two.
2) definitely warm up the instrument out of earshot, then tuck it somewhere in close to your body. Slipping it up a sleeve will not keep it warm enough.
3) When the weather gets cold, I find my plastic recorders warm up faster and stay on pitch more reliably than my wooden ones
4) My fingers get slower and less reliably seal the holes when they get colder
5) I've found that playing a transverse flute is much more difficult than playing a fippled instrument when the wind is blowing. With either one, however, I turn my back to the wind and often wear a hood to help create a windbreak.
6)I second sticking to the midrange of the instrument
7) I second serving wine to the audience beforehand
Keep your sense of humor...
My $0.02, fwiw--