Speaking of the cold...is it ever too cold for making images outside?
No way, although I can recall at least a couple times when the shutter on my first digital camera wouldn't work in near zero conditions.
In no order of importance.
*Take along some extra batteries. The cold will drain any battery quickly, so its best to have a spare. Or two.
*Beware of condensation when bringing your gear in from outside. Wrap your camera and lens while you are still outside so they can warm up gradually once you bring them inside. That should help them warm up gradually and cut down on condensation. A camera bag should do nicely, but if you are totting a small point and shoot, I'd put it in a case and wrap it and the case in a towel before bring it inside.
*Dress in layers, lots of 'em. And buy gloves that have a removable finger area that you can remove when dialing in setting and clicking the shutter and then put back to warm up again. Having spent my share of time carrying tripods through snow, boots, long underwear and wool socks are a must. As is a long coat and hood.
*As for shooting, remember to dial in some extra exposure for the snow. Most meters will render snow a couple stops towards neutral gray. Although it might seem counter intuitive, add more light by increasing the exposure 1.5 to 2 stops.