I found a bench tucked into a corner of a shopping center that was under an awning, so I stayed there until my wife came to get me. It gave me a bit more sympathy for the people who have no choice but to sleep on those benches.
On a trip to Philly a few years ago my self and a friend found ourselves right outside of city hall after a night of socializing. It was a brutally cold January night. We were trying to get back to our hotel and we came upon a steaming grate in the sidewalk. We looked at each other and decided to stand over it for some warmth.
"Hey, these homeless people are onto something!" It worked pretty well, but when you are in Philly, at night, on a weekend, you need to keep moving. Sure is a fun place though!