I throw my pannier onto whichever bike I'm using so I know I have tools, etc., along. (My wife has her purse and I have my pannier. :-) This time of year, I put the standard water bottle in there and it's protected enough to stay liquid. Saturday's ride was 35 miles at 10F and there was no ice in the remainder at the end of the ride.

I knew a Nels Nelson or two or three growing up, one being my grandfather. He'd have been one to elbow that naive kid... :-)