Up here in Canada, I find the heated seats useful when it's very cold, but I only use them in the first 5-10 minutes of a trip, because they warm up faster than the air in the cabin. Once the cabin is warm, I turn the heated seats off. Yes, it helps a lot with an aching back even with a thick coat on. As for the heated steering wheel, I rarely use it. As other have pointed out, when it's very cold you need gloves anyway so there's no point to have it on (it won't make a difference). While if you don't wear gloves and it's very cold, the heated wheel only heats up my palm, while the back of my hand still feels cold. Not to mention that the wheel only heats up in two small spots, and when making turns you still have to touch the cold spots. Just not a useful feature (to me).
It's been a long time since I edited actual film, but I like to wear film editing gloves for the coldest driving days. Very thin, so you maintain excellent tactile feel of your controls and materials. But even just that tiny bit of insulation helps a lot, particularly when you have air moving around for the defroster.
I'll start with gloves when it is cold enough. A heated steering wheel just lets me take them off sooner. Prefer mittens when it is actually cold. Lets the fingers warm their neighbors.
The heated mirror switch is on the HVAC area. Both the Rear Defroster and the mirrors come on with that button.
Heck, it’s nowhere near as cold here in PA as CO… Yet I have been using the heated steering wheel and seats for the last few weeks almost daily, at least for some of my commute until I warm up love it! Plus, it feels good if you ever have a sore back.