Skimom,
Remember frostbite is an anesthetic injury. So make sure you can alwasy feel your face (and fingers and toes, etc) If need be, touch it to see if you can feel your glove/mitten. (Wiggle fingers and toes to make sure you can feel them.) And of course, if you are in a group, check each other's faces frequently--frostbite only takes 30 sec to form under the right conditions.
Frost nip on the face is particularly easy to treat in the field. Just hold your hand up against the spot (you may not even need to remove your glove/mitten)--your face has a _very_ good blood supply so all you need is to block the cold and wind for 20-30 seconds.
I was out yesterday in a temp of ~8F with winds up to ~30mph wearing a fleece cap (pulled down over my ears) over a baseball cap on the way up and the same plus a light fleece balaclava on the way down. Mild-to-moderate frostbite conditions. Out of the wind--no problem. In the wind my face would feel cold or sting, but as long as I could feel the cold/sting I knew I was ok. When the cold/stinging stopped, I used the touch test to see if my face was warming or had become numb. (Warming in all cases.) When I got hit in the face by a blast of wind, I could look down and use the bill on the baseball cap to block the wind. (I also wear glasses which help to block the wind. Unless it is too cold, they actually make it easier to face directly into the wind than downwind (you get wind eddies behind the lenses if you face away).)
BTW, everything above except for the face check can be used by soloists. I also carry a compass with a mirror which I can use to perform a self face-check.
Also, for treatment, if you apply any of the preparations suggested by others, don't rub. If the frostbite is more severe, rubbing will increase the tissue damage and if you break blisters, you convert a sterile closed injury into an open injury susceptible to infection. I have no comment pro or con concerning the use of aloe and vitamin E--there is nothing on it in any of my medical books. (Disclaimer--I am not an MD, only a long time student of mountaineering.)
Doug