I think Daredevil and Digibud pretty much nailed it.
I too was raised and spent about 30 of my 55 years in SoCal and I also spend six out of the past 10 years living in Las Vegas, but 3 1/2 years ago I moved to Indianapolis where winter temps can drop into the -10* to -15* range with a lot of high winds. Since I spent several years when I was in my 20s and 30s in Colorado, Washington, and New Jersey though, I am very well versed in wearing the proper cold weather clothing in layers and keeping all areas of my skin covered, and I equip my bikes with Nokian studded tires and I use a good lighting system. I'm cool riding in -15* weather, but at 55 years old I prefer 15*-25* with light wind, and I love riding in those conditions because the roads and trails tend to be less crowded.
Most of Montana gets snow and icy conditions during the winter so I'll add a few recommendations as well so you can get your head thinking about how you can prepare:
Clothing wise I recommend Pearl Izumi AmFib tights and gloves and a good jacket, and many that are designed for snowmobiling are actually better than those designed for cycling in sub-zero temp. A polypropylene base layer including undershirt, tights, and socks is also highly recommended as it will "wick" moisture away from your skin, and it is almost impossible to stay dry in most winter condition, because ofter the moisture is your sweat. Neoprene or Lycra shoe covers help as well, as does a good balacava, neck gaitor, and goggle if the snow or wind are blowing.
If you opt for studded tires I highly recommend Nokian A10s (72 studs - in either 32/40x700c) or Hakkapeliitta W106 (106 studs - if you can fit a 35/45x700c) for road bikes, and either the Nokian Mount & Ground 160 (160 studs - 1.95"x26") or Hakkapeliitta W106 (106 studs - 1.95"x26"), or Schwalbe Marathon Winter (200 studs - 1.75"x26"), and I suggest you pass on the Nokian Extreme 294s (294 studs - 2.1"x26") and Schwalbe Ice Spiker Pro (304 stud - 2.1"x26") unless you want to ride across a frozen lake.
Also, the one tip that I seldom hear about living in a snow/ice-laden environment is "studding" your riding shoes if they are clipless. What good does it do you to have studded tires when you are going to go down when your foot slips out from under you when you put a foot down. I use eight #7 slotted hex-head sheet metal screws in the soles of each shoe, and I get nearly as good traction as I woukd with crampons. Here's the bottoms of my Bontrager RL winter shoes:
