I rode my Enduro two winters ago with Shimano hydraulics without any problem but I only go as cold as -15C or so. I think that hydraulics, being a closed system, will give you less problems than mechanical disk brakes. Cables, with the salt and road grime may oxidize or gunk up.
That being said, I will be riding a winter beater with cantelever brakes whne the roads get really bad.
I've got Avid BB7's on my hardtail. Very happy with them and the new adjustment mechanisms are very easy. Three winters killed my BB5's. No experience or beef with hydro's, but no winter concerns come to mind.
Hydraulics have always worked for me. Currently I'm using some 6 year old Heyes brakes. Six winters (and summers) and they've never failed me, but I'm actually going to bleed them for the first time ever this weekend. I've never tried mechs, but I'd be afraid of any cable with the potential to ice up and freeze.
Cross-Check/Nexus commuter. Several others for various forms of play.
Never say never. Reason to choose mechanicals -- compatability with brake levers. I'm using Avid BB7 road mechanicals on my drop bar commuter, since there wasn't a hydraulic brake for drops that I could find.