The traditional place is down the front of the trousers ("is that a 16-hole Larry Adler in C in your pocket or are you just pleased to see me?"). Failing that, a very good solution, which I use to good effect, is a pair of those cheap gel hand-warmers, the ones you boil up to recharge once you've used them. Set them off, stick them in some sort of pouch with your chroms for ten minutes and away you go. No sticky valves!

And, to add to the post above, if you dunk your wood-combed chrom in water (Hohner 270s, for example), you kill it. Simple as that. The wood will swell and split, so off you go to the harmonica shop.