Have a similar problem after a long run outside.  I try and have a warm drink as soon as possible, get dry and put on dry clothes, particularly a beanie hat, gloves and socks.  No problem in the winter, but have a tendency to get strange looks from other drivers when I'm sitting in my car on a hot day in a t-shirt, beany hat and wooly gloves.  

I don't run often in the gym so don't know about that - but get chilled very quickly after running outside and find it hard to raise my temperature again.  When I get really chilled my favourite solution is to lie in a hot bath for a long time!  or failing that, remove sweaty clothes as soon as possible and replace with a lot of warm layers very quickly.

Not sure, I usually find it takes a while to stop swaeting after a hard run in the gym but maybe you need a bit of food or a sugery drink. Or perhaps all the increased blood flow to your muscles has left your extremities with reduced circulation. Do your fingers go white for a while as mine do sometimes...a mild form of Raynauds disease.

Does anyone else feel cold after a long or hard run? I've particularly found this if I've been running on a treadmill in the (rather warm) gym ... but also if I've been out for more than about half an hour ... and I find it really difficult to get my temperature back up, no matter how many layers I put on or duvets I crawl under.

Any thoughts?