I put a bottle in my middle jersey pocket under my jacket. Body heat & insulation stops it from freezing.
Also, I have a Contigo travel mug that I use on the bike. A tiny bit small for a bottle cage, but if your cage is metal, you can bend it a bit tighter. I also added a few home-made "grippes" to the gage to help prevent ejection on bumps.
http://www.gocontigo.com/16-oz-autos...clean-lid.html