I use a big wooly hat/beanie when I come out of the water as that's where a lot of body heat is lost, and then put on a dry fleece sweater while I'm getting the rest of gear off and assembled.
The last time I was cold between and after wet dives I used warm water - not hot - in my wetsuit. If the water is too hot then you can get burnt and not immediately realise, and possible increase the risk of further dropping your core body temperature. As soon as hot water hits your skin, more (warm) blood flows to the surface removing it from the core where it's more useful. Hypothermia may be a long way off, but being cold is still unpleasant....
A warm drink soon after diving helps too - hot chocolate is my drink of choice!
Of course, it's amazing how quickly you can get your gear off, and packed when you're freezing your extremities. I don't hang around too long!