I ride in the winter and I might've had my RD freeze or get sluggish once. A few times a year, I'll hit the conditions that cause snow to pack up in my cassette and cause annoying chain jump. But it's generally a transitory problem and I have no plans to give up my gearing, it's useful. Point in case, despite looking pretty caked-up, this was functioning fine during The Snowpocalypse:





Anyway, if you want to protect the derailleur, just make a boot for it out of a plastic bag and a couple zip-ties. I have a commercial equivalent, the Grunge Guard (out of production). Oh, and the Gore cable set is one option for cable-freeze, but a budget alternative is full-length housing from shifter to derailleur, preferably lubed with a light oil like Tri-Flow or something.