If you decide that heat will be a good option for your dog, a simple idea is to make heat packs out of rice bags that you can put into the pockets of the garment. There are surely instructions for them somewhere on Craftster. (Warning: if I remember correctly, you should only use cotton fabrics and thread for these -- you can also fill old cotton socks with rice, heat the socks up in a microwave and use them).
If you want to go down the cooling road, you might want to check out these instructions for making "Cool Down Mats" using polymer crystals you can find in a garden store: http://www.ceannmor.com/cool_ties_cool_mats.htm
Note: The polymers are sold under several names. You can find more patterns by doing a search fo "cool ties". These will be bandana patterns and you'll have to modify them, but by looking at the instructions you'll be able to come up with some of the different names the polymer is sold under.