I have been shooting a lot in the cold during the past winter (using a D2x), and the following points might help:
- don't use a micro-drive. They end up freezing after staying in -10C for a few hours, sometimes faster,
- control your breath, a frozen layer of frost on top of the LCD screen makes the verification of the histogram even more difficult,
- keep you spare batteries in a warm place (inside your jacket if you don't exercice too violently, sweat on the battery will not be too good),
For the rest, I have never had any problem with my d2x, and Canon DSLR should be the same, but I have never shot in temperatures lower than -15 C for a prolonged amount of time.
In theory, low temperatures should contribute to lower noise levels in the images, but I have never really noticed a difference in actual images.
For the rest, DSLR are a lot easier to use in the cold than film bodies because of the additional autonomy, no need to change a film every 36 images anymore, this is real good for your hands since you will be able to operate 99% of the time with your gloves on (depending on the ergonomics of the body of course).
Cheers,
Bernard