For many reasons, I do not like cold weather. That is why I live in Florida. One photography related reason to not like cold weather is the effect is has on your DSLR's batteries. Cold weather drains batteries much faster than warm weather. If you live in a cold area, or live in a supposedly warm area (like Florida) but receive an unwelcome arctic cold front from Canada, this is a real problem for extended outdoor shooting. Even if you have spare batteries, if they are still exposed to the cold they will drain before you even put then into your DSLR. Is the inside of your camera bag warm enough? No! I recommend putting your spare batteries into a zip lock plastic bag and putting them into a jacket pocket that presses against your body. An interior chest pocket works best. Your body heat will help to keep the spare battery warm and greatly help its ability to hold onto its charge.
What about the battery in your DSLR? For that I would just try and keep my hand tightly covering the battery compartment area in between shots, preferably with two hands, though in the photo above I had to keep my right hand for using another camera to make take the shot. Try holding the camera close to your body as well.
Using these practices will help you keep shooting in cold weather longer.