I don't have full-blown asthma, but I have asthma-like symptoms from time to time and I used to have an asthma inhaler. I also know a bit about dealing with breathing troubles in cold weather, since I lived in Anchorage and Montreal for a combined 21 years. My thinking is that one way to avoid the worst of asthma is to try not to expose yourself to dust/smoke/pollens that could bother you. Keeping my home cleaner seems to make me less prone to asthma symptoms while I'm not home. I don't clean as much as I think I should, but I think I ought to spend, say, 5 or 10 minutes twice a week doing sweeping and such to keep things from getting as dirty, plus vacuum the whole apartment fairly thoroughly (or do some mopping) every other week.

Last I looked for it, nashbar.com had a pollution-filter mask that might or might not help with your cold-weather asthma symptoms... partly as a temperature barrier. Going slow and breathing through your nose (which filters some moisture out when you exhale and adds some moisture to dry air when you inhale) probably makes more of a difference.

Speaking of which, I think it's a good idea to pay attention to how much you can take before you'll get an asthma attack. Don't hesitate to use your inhaler right away if you know you must, but... for me anyway, pushing myself to the point where my air passages started to close up, and continuing anyway without using an inhaler, seemed to desensitize me so that I wouldn't get the closing-up reaction as easily.