I work outside quite often and I keep my iPhone in a holster. The other day/night it was 3F (-16C) without the windchill and my phone is fine. It was on my belt under my coat for probably an hour or so.
Has anyone tried or heard of Salt Cases? The company launched a little over as year ago and makes iphone, ipad and macbook cases designed to protect devices from extreme hot and cold weather. I've read some great reviews and looking forward to testing it out. Would love to hear your experience using a Salt case if you own one.