Know your gear. Bone-chilling temperatures are not ideal for figuring out how to bring up your histogram, changing aperture or operating your tripod. It’s all about efficiency out there, and it really helps if you’re familiar with your gear and can operate it with gloves on. If you have to, practice changing settings with mitts on in the comfort and warmth of your home.
When taking a shot, take care not to exhale near the lens. Look away from the camera, or take a step back, before exhaling. Otherwise, condensation will freeze to the surface of your lens instantly. Some companies make dehumidifying lens caps, which can help with that problem. It’s not a bad idea to keep silica packs in your camera bag at all times and change them occasionally.
Bracket your images. Whenever I find myself in a situation where time is of the essence, I bracket. It’s a huge help to not have to mess with auto-exposure compensation when it’s really cold out. That, and often cold means there’s bright snow around that’s hard to expose properly anyway, so you might be very glad you have the extra frames. Try to rely on your histogram as much as possible to get a clear idea of how bright your image really is.