I don't inflate my suit much at all; in fact, I couldn't be a Michelin woman if I wanted to, because I dive with my valve open. I just take that much weight. I wear a Diving Concepts base layer, three pairs of socks, a 200 g Thinsulate vest, and my MK3, and I'm several pounds positive in and of myself. I HATE the weight I carry, but it's really the minimum; any less, and with low tanks, an empty wing and my drysuit squeezed as much as I can manage, I'm too light on ascent.
I've tried the generally available heating vests that they sell for hunters -- they help a little, but the ones we bought turn out to be so unreliable (bad connectors or wiring) that they're pretty useless. I keep looking at the Golem Gear setup (and now the UTD one) but spending $1000 for suit heat just isn't in a realistic budget, and I'm not sure it would let me cut down on undergarments, anyway. Even the DIY systems my friends have run about $600 by the time they're finished with them.
I just accept horrendous amounts of weight as the price I pay to dive comfortably in cold water.