I do almost all my brewing in this kind of weather. I have a great setup since we put on an addition a few years back. I have a workshop in the new basement with a walkout to a patio. I mash and sparge in the shop and only cook outside. For Christmas 2010 my wife gave me a Green Egg Remote Thermometer so I don't even go outside to check water temps.
I bring the kettle into the basement and hook my IC to the old laundry cold water spigot.
The biggest problem I've had was last Monday (MLK Jr. Day) when it started raining. Luckily I have a portable awning that my son and I setup over the kettle.
I made wind shields out of 8" flashing and pop rivets that sit on the ground around the cooker stand to stop my flame from going out.