If it's a Gen 2, make sure the control on the center vents isn't allowing fresh cold air in.
Mine do the same thing and I've had my dash out a couple of times. I believe that it's supposed to be like that. You have two options: use recirculation air or close the individual vents. I think that the center vent is a fresh air vent. I could be wrong.
The heater cores are too small for the volume of air inside these trucks. If temps are freezing, I can usually only get the inside of the truck to maybe 60*. Nature of the beast I guess. Gen 3 rear heat makes a big difference. Seat heaters are a great suggestion.
My truck's heat is more than sufficient, it will roast you out in any cold weather given enough time. I've also always talked about how quickly the Montero starts making heat, out of my 3 vehicles (other two are smaller cars), it puts out heat in just a few minutes, and puts out plenty once fully warmed up.
I'd guess that people's different experiences might be related to clogged heater cores ( either inside or out, or a little of both), or weak fan motors.