Travelling to Seoul, South Korea

I'm on a company trip to Seoul next Monday and I need some advice on the following matters:

1. I have cold protection at the upper body only. What's your advice with regards on cold protection on legs?

2. Any recommended arcade centers? I'm an avid arcade gamer and prefer the games to be as new as possible.

3. Any advice for riding the subway? I have a subway map, but some local specific etiquette and special regulations will help.

You might also want to post in the "quickie questions" thread in Yack Fest.