OMG, I've been going through this same scenario with my 27 month old for the past 2 days! He had a full-fledged melt-down this morning for 40 minutes....screaming at the top of his poor little lungs. LOL =)
I finally opted to have him step outside in his short-sleeve t-shirt and shorts. After about 5 minutes, he came back inside and said, "It's cold!" =)
After that, I put a choice of 3 different long sleeve t-shirts and sweatpants and let him choose.
Aren't 2 yr old's fun?
These are two year olds you are dealing with here.
If they were 5 years old and you called them your 60 month old kids you will still be having problems...