I know I've said it before, but I can't say it enough. I love that Colorado apartment complexes (or at least ours) have the good sense to leave their hot tubs on during the winter, precisely when you most want to use them. We've been taking advantage of ours a lot the last few weeks, especially at night.
I start off with a beanie, but it's gone within about 2 minutes. Still, it's nice for the walk down in the cold.
It's also good to take your biggest, fuzziest towels. Most of our towels are 30 years old* (seriously, that isn't a joke, when Bobby left his house he just took the old towels he grew up with and has had them ever since) but two of our towels are only 8 years old and they are considerably larger and thicker (there were a lot of advances in the scientific field of bathroom fabrics in that 22 year gap I guess), so those are the hot tub towels. Bobby's modeling one of them here. I'm kind of offended at the way he's implying he's naked behind it. I hope you all aren't scandalized.
*One year younger than Bobby. He did concede that it is possible the towels are "only" 28 years old.