Soup. It's hot and can make you hot. Of the many great things about soup, it's incredibly versatile. Add meat or beans for protein. Cheese for B3. And it's easy – and relatively cheap – to cook a big batch and freeze it for reheating over several weeks or even months.
Spices. Bet most people don't mean this when they say foods are "hot," but some spices work to get your blood flowing by improving your circulation.
Leafy greens. Foods like spinach keep you warm because of all the iron they have – it works to stimulate your production of heat.
Oils. Remember, fat is good to keep warm! Use things like olive oil or butter when cooking because they contain "good" fats.
Meat – especially red. Meat isn't exactly known for being cheap, but it's benefits in keeping you warm outweigh the costs – plus, there are lots of ways to use meats that make meals last, like casseroles and slow-cooker stews. Red meats are especially good for the same reason you want leafy greens – high iron content.
Hot tea. Warm drinks like tea won't keep you warm on a chemical level, but many do have other great benefits like antioxidants that will boost your defenses and flush out illnesses. Coffee, however, is one to stay away from – it actually lowers your pH!