There are some who use them but I think the general consensus is that they are too big of a pain in the winter. You can't easily get in them with big warm boots. You can't get out of them fast enough when you have an emergency. If you want to use clips in winter it is better to go with MTB style clipless or Powergrips.

Probably the best option for experimenting is an SPD clipless as they have models which are combined with a large platform pedal so you can try the clips or go with regular shoes or boots.