Hay!  Its whats for breakfast - especially when the temps are in the teens!  Most of the year I don't feed any hay at all since they have plenty of pasture.  But icy grass and cold water don't keep a goat warm.  The long fiber in grass hay stimulates rumen wall contractions, which in turn creates body heat and keeps the goats warm.  

So on those rare occasions that we get freezing temperatures I feed them hay in addition to their usual alfalfa pellets and haul hot water from the house out to the various watering troughs.  Last year, when we still had the cows I hauled over 80 gallons of hot water in two, 2 gallon watering cans in a single morning.    The watering can spouts allow me to pour water into the trough without having to go into the pasture and they are easier on my back than using 5 gallon buckets.   Plus I'm less likely to get water on myself.

The chickens also benefit from the warm water, and will come running when I start pouring.  It helps to keep their egg production going, just like it helps keep milk production up.