rugging up does help. Under 5 degrees I wear a neckwarmer and an extra coat (though this often gets removed half way). Under 10 degrees and I have my full gloves on. During winter I have thicker socks too. BUT you still get chilly around the face and my right little finger in particular feels it - I swear I could feel the cells in it freezing and splitting on the way to frostbite the other day and thought I would have to stop at the hospital on the way to uni and have it amputated. (I'm such a drama queen) It finally got some warm blood into it about a block from the hospital so nothing drastic eventuated, but it was painful. I might invest in windstopper gloves for the really cold mornings as frost seems to be a regular thing at our new place.
Generally heavy frost is only a concern due to safety issues - bikes don't stop real good on ice, and that's scary as there are 2 big hills on the way to Uni, both which have intersections at the bottom.
35kg lost. (November 2005 - October 2006)
15kg gained again (as at October 2010).
Back to the drawing board - Let's do this thing!
"You can't change the winds, but you can change the sails"
"Reach out and take control of what lands in your lap"