I typically don't have problems. I just make sure not to bring a cold camera into a warm, humid environment. If I can't help doing that, I let the camera come up to room temperature before using it again. Most of the time, I'm just getting back into a cold car, so it's not really an issue.
Also, I make sure to have at least one if not two backup batteries in my coat, next to my body.
eendicott & professorgb:
That's some pretty severe weather for electronics, do or did you ever have any problems with the camera shutting down, battery drain, lens frosting etc. Just wondering in case I ever get to see snow or ice, and what do you do to prevent equipment failure?