I've been having to do a lot of my training in the cold since there are no boxing gyms around here and I'm broke most of the time anyway. I've found that making sure that you layer your workout clothing properly and covering up your head helps a lot. In extra cold weather, I run in a cold weather mask. It makes all the difference in the world having that mask to warm the air up a bit before it hits your lungs. Besides, it's kind of fun to see how much ice accumulated on the mask when I finish my run.