I don't have a choice. I use my bike to commute and I deliberately don't have a car. I'll only ask for a lift from a colleague if the FRB is closed to cyclists - only happened once on my shifts this winter). I've found that even when its wet and windy the thought of getting on the bike is far worse than actually being on the bike.
I've cycled in snow, frost, wind and hale this winter. Think the coldest was -6. When it's very cold, I wear a skull cap under my helmet, a long sleeved base layer, long sleeved cycle top, long legged thermal cycle bib, hiking socks, cycle shoes with overboots, and thin contact gloves under wind and water proof fleece lined gloves. I also put a cycle jacket over the top, and a buff. It's a flexible set up that lets me pick exactly how wrapped up I want to be for each ride.
I've two lights on the front, and two lights on the back in case one fails when I'm out but generally I feel ok cycling in the dark. I feel I stand out more with the lights on in complete dark than I do at dusk or in a winter sunset. My bike gets dried off when I get home after each shift and cleaned after each set of 3/4 shifts and seems to be coping.
At first I got frustrated that I seemed slower in the winter months, but a few close calls has convinced me that ANY cycling in the winter is better than nothihg, and will help my overall fitness. Generally although I'm not as fast, my heart rate data suggests that I'm working just as hard so I content myself with that!
I love the challenge of winter cycling, I believe that it will aid my ultra marathon training, and I'm hoping that by cycling all winter I'll really appreciate the cycling I'll get to do in a few months.