I normally notice they are dropping a little weight when the weather gets colder. At that point I feed more as well as put clothes on the ones who like them.
On walks i can tell by their behaviour if they are getting cold, and their ears feel cold too.
I agree with Stella. We have been in a very warm climate where clothes were not necessary. I'm not too keen to dress them unless they need it.
My three definitely NEED it right now, even inside they are seeking the "sun spots" and curling up to sleep.
I can usually tell when my girl is feeling uncomfortably cold. I think since I have gotten 2 weeks ago , only two days she went with out a sweater. My she is smooth hair and really does not have a bunch of hair yet.
My short coats will start shivering when its cold then I know its time to bring out the warm clothes for them. I also only dress my chi's for this purpose. My long coats never shiver so they do not need clothing