It's great to hear of so many women undettered by the elements!
Having the right gear definitely helps; I started off looking like Michelin woman, had so many layers of clothing, then gradually discovered proper technical gear and now wear only a few layers, but am always toasty warm (but sadly, my bank balance is now much lighter too!).
Compared to some States in the US, it doesn't get nearly as cold where I live, but we have a few weeks of snow, with no ploughs or gritters, which makes commuting interesting! Hard pack/ice and bends don't mix, no matter how careful you try to keep that front wheel aligned! And SPDs - great fun trying to get your footing with those! I spent most of the time with my arse on the floor last year, but was still unrepentent!
When it gets really bad I ditch the bike and walk to work - but it's sooooo frustrating - walking is such an inefficient & time-consuming mode of transport!
Got myself some fab new lights for the dark too - can't wait to blind the cars with those - Cateye EL500 for the front and the LD600 for the rear. Stupidly tried out the front light by staring into it (doh!) and couldn't see for about 5 minutes, so think it should light up the road nicely!