We have had a very snowy winter this year - and much colder than usual. We started getting measurable snow in early December with temps in the teens (F) - which is almost 20 degrees colder than normal. That said, as others have said, I let my boys get nice and chunky in the fall in preparation for the cold weather. They are all very shaggy and well insulated. They get turned out every day and put in nice warm stalls every night. We have water tank heaters in our outside troughs to keep the water unfrozen and warm enough that they drink enough through the day to ward off any colic issues. They have plenty of water inside at night, too.
This year, since it has been so much colder and snowier than normal, I have been buying round bales of hay to put in the pastures so they have something to munch on all day and that will help keep their temperature up, too. I may have some extra work to do in the spring to work off some pudgy bellies, but at least I don't have to worry about them right now.
We don't have an indoor arena - I wish! And since it gets dark so early, my boys get most of the winter off with no work!
Typically, January and February are our really snowy months. This year has been an exception. But honestly, I would much rather deal with the snow than the deep mud and wet that comes with the thaw and the spring!
Barbara