When it's below zero, plan ahead for mechanical problems. If you're wearing the right amount of clothing to be comfortable while riding you won't have enough clothing if you have to stop moving. I like to carry a couple of spare hand warmers and sometimes another layer just in case I have to sit by the side of some road fixing a chain or a flat in below freezing weather.
also, once they start putting that sand on the roads, it seems to stay around till spring time. That stuff can eat up lightweight drivetrain components fast. In the winter I use a fixed gear for most days, and a single speed mountain bike for snow days.