I just have never had good luck with keeping an ace bandage in place so I carry a smaller knee brace that velcro's in place and has a cutout for the knee cap. My daughter is an athletic trainer and can actually stabilize my knee with just few pieces of tape in the right place. You can google that too.
I have to admit that this summer was the first time in around 4 or 5 years I had to use a brace hiking sometimes. I attribute that with not riding at all the past year and letting the legs get out of shape again. I'm betting this summer I'll be fine again because I am back to at least 20 miles pretty much daily.
And yeah winter riding can seem brutal. But even this mornings 20 mile ride at temps well under 0 was not that bad. Get the layers right to move the sweat and use lots of wool. Oh, and I grow a beard for winter to keep the condensed breath off my skin.
This is how I looked at the end of this morning ride. Really quite comfortable.