I have an infant seat but often don't feel like lugging it around. I carry baby to the car with an extra blanket around her, and if it's really cold I get in the backseat (of the preheated car) and put her in the carseat from there instead of standing outside of the car with the door open.

Sometimes I put on a baby carrier and when we get to wherever, I'll get in the backseat, put her in the carrier and zip up my sweater around her, then get out of the car. Generally unless it's suuuuuper cold, you'll be fine just holding baby against you with an extra blanket around them while walking from your car to the place. Obviously if you're going somewhere that you'll be outside in cold weather for a while, bring a warm coat or puffy suit to put them in after they're out of the seat.