I brew outside in eastern Washington State where it is often freezing cold in winter, but not as often as say, in Montana. I use a windscreen for my propane burner for sure, and watch the weather forecast and plan my (typically weekend) brewdays for when the temp will be above freezing. Otherwise my hoses freeze, and IC runoff turns to ice, making a skating rink out of my driveway. And I definitely wouldn't want my outdoor faucet to freeze up! I also try to be done (10 gallon batches) before the mercury dips below freezing after the sun goes down, so that I can finish clean-up, again outside, before hoses freeze, etc.
I like winter brewing - no dust or bugs, and as others have said, quick wort chilling - and the brisk air is refreshing.