Just keep in mind that when snow packs in between your fenders and tires, you can come to a very sudden halt. You'd want some good clearance.

I second the down jacket idea ... it won't be much extra weight at all. They are very light.

And my main concern would also be road conditions. Especially through the prairies ... sometimes they plow, sometimes they don't. Often they don't plow shoulders or the quiet country roads. And if they do plow the quiet country roads, they often plow them down to about 2 or 3 inches above the pavement ... more or less just pack and smooth the snow and ice into a thick layer all the way across the road.

As Steve B mentions, the wind is a factor and it can create some huge drifts that may have you off your bicycle walking (and lifting and carrying) to get through.