Keep your batteries as warm as possible.
Use a tripod if the light levels are low.
Be aware that when you come back into the warm your camera will be prone to condensation. Leave it in the bag and let it warm up slowly, perhaps unzip the bag without actually opening it.
If you don't have a camera bag, pop the camera into a plastic bag before entering the building and use the same process.
Make use of the stunning colours during twilight.
Keep yourself warm! You can't get a good shot if too cold to concentrate and shaking too much.