Originally Posted by icyj

+1 to FrankHudson's advise, especially the studs.

To add to this great advice, have a backup plan/emergency contact! I have broken down in sub-zero temps (once a bent rear-dérailleur after slipping on ice [no studs on that ride] in cross winds), it can be extremely difficult to just get your fingers out in the air just to make a phone call!

I also always carry chemical warmers in my panniers when it is cold, along with additional layers if I have to wait for a ride.