I made another adaptation to my bike for winter riding. I replaced the alkaline AAA batteries in my taillights with Eveready Lithium AAAs. These batteries are expensive ($10 for 4 at Target) but have extremely long shelf life, high output for much longer than alkalines and, most crucially, function properly down to -40. As an added bonus, if you're a weight weenie (and, having just installed 850g tires on the Marin, that's clearly not me) then you'll appreciate that they weigh 1/3rd less than regular alkalines (7.8g each).
I've used these batteries before, in other applications. I have an MD-12 motor drive for my Nikon FM3A film camera that takes eight AA batteries; this adds up to a substantial mass, and the 1/3rd lighter lithiums make it noticeably less hefty. A friend of mine who does nature photography in the Colorado Rockies found alkalines losing power and failing in the cold when the lithiums plugged right along without any cold-induced issues. The Eveready lithium AAs have been around for several years, the lithium AAAs are a new item this year.
It's worth noting that nickel-metal hydride (nimh) rechargeables also have superior cold-weather performance to alkalines, though not as good as lithiums. They'd work fine for rechargeable headlights, for instance, but wouldn't be suitable for taillights because they steadily lose charge over time and you don't want to have to keep disassembling your blinkies to recharge the batteries. The lithium AAAs you can slap 'em in there and they'll last for years regardless of the temperature.
As an aside, Nashbar has one of their periodic everything-20%-off sales on right now (I think it ends today). I was considering the Light and Motion Solo Logic Li-Ion SL headlight. It's a 13-watt halogen with a lithium-ion battery pack and a smart charger, good light output, small, quickly removable, lightweight and with good cold-weather performance. Nashbar typically wants $249 for this light, but with the 20%-off code it could be mine for $200! I dithered about this; $200 is still a lot of money for a bike light, at least to normal humans like my wife, and when I checked this morning, they were out of them! Makes that decision easy!
Anyway, is winter riding suddenly going to be a much greater experience through the promise of lithium batteries? No, it's just a tweak, but I see plenty of people with poor or no lights still riding at night at a time of year when it's dark more than half the day and when motorists aren't expecting bicycles. It's only sensible to show lights while riding, and to my mind, it's sensible to use batteries that are indifferent to any cold I'll be riding in so those lights will be at full brightness.