The gears in my bike develop an awkward delay when riding in cold weather. I think the cold just makes gears and brakes sluggish (even when lubed). Besides choosing a suitable winter lubricant there isn't much one can do about it. But I still have the gears, my bike has so far never frozen to a singlespeed.
Some gear shifter designs seem to be more prone to freezing than others. A friend has the pushbutton type, and he has problems in winter. His derailleurs and other mech would probably work fine, but the shifters freeze solid. I have push/pull levers on my bike and those work ok. (sorry for the inexact terms, I don't remember the set names).
I also ride purely on the road in winter. If you ride off-road, you'll probably get more snow everywhere in your bike.
--J