I still brew outside in the winter. Just not as often as I would like, because sometimes the weather gets in the way. I have brewed in a blizzard before, though the temp was ~15F, so not too bad. You'll use a bit more propane, but nothing horrible.
Rather than risk frozen & cracked pipes, I run my immersion chiller off the tap for the washing machine in the laundry room. That is probably the worst part of brewing outside in winter - hauling the kettle down to the basement and hooking up the chiller. Even if it was mild, my outside tap is buried under a snow drift.
I'm brewing tomorrow, but we may have a 'weather bomb' (6 to 12 inches, maybe more) dropping on our ass, so it may be postponed until Sat.