1 - they will not keep your blood warm, why would you think that?
2- warm blood is bad anyway, warm blood in the brain is what makes you pass out or feel dizzy. we need our muscles warm but the blood needs to stay cool, thats why you sweat.
3 - if you take antihistamines over a long period of time your body will stop reacting to them, so when you do have a cold nothing wil help.
4 - of course you should warm up. always. and make sure you cool down as well. get the blood pumping after your weight lifting to wash away the lactic acid and start healing the muscles, it is the blood that heals the muscles anyway.