I haven't had any super-cold commutes... yet.
Yesterday I biked in the slushy new snow. The temp was hovering around 32F/0C. I got to work with two items I had forgotten the previous commute: Badass-style ski goggles and my HID light. Gotta love those HID lights.
I was slipping around way too much, especially on the way to work before the roads were plowed. I really need to get studded tires. Thanks vtjim for the suggestions you PM'd me.