I believe it was first offered on the GX460 starting in 2010, not the GX470 sold from 2003-2009.
A block heater might be a good option since it helps you get heat much faster on cold days (plus helps the engine work more efficiently with less wear at startup). Or you could put a space heater in the car and run the cord out the window and plug it in (though it's slightly dangerous). Or hard wire a big inverter and plug the space heater into that (you need something like a 150A DC circuit to run a space heater. Or park in a heated garage, or get heated gloves.
If you have a 400W power outlet that you can use while driving, you could get a couple of these 200W space heaters and aim them at your hands.
http://www.amazon.com/Lasko-100-MyHe...dp/B003XDTWN2/
But I think the 4th gen inverter only puts out 100W, and the cigarette lighter is only good for about 10A or 120W.
I would wrap resistive wire around the steering wheel, but I can't think of a good way to run power to it. The thing that normally does is called a clock spring, but it seems unlikely that there would be room for a second one inside the housing.
Maybe something like
http://www.amazon.com/retractable-co...dp/B005DWR4A4/
glued under the steering wheel. But it could be a safety issue if it gets stuck.