I also ride a lot in the dark but the streets are pretty well lit and cleared of snow here. I recently totalled my bike in an accident and in the mean time I am walking. I find it much colder and more dangerous and much of sidewalks aren't very cleared of ice and I always try to really push myself while riding so tht keeps me warm. Being on foot sucks. It's also more than freezing here (I beg for days when it reaches 0), I don't live in the coldest Canadian city but it is cold, right now it's -9C (aout 16F) plus it's really windy.

The only thing that has kept me off my bike so far this winter is not having one.