Don't let the batteries freeze, they'll last a LOT longer. Fully charged batteries won't freeze as quickly, and fully charged batteries will have a longer lifespan under any conditions--don't discharge them and then toss the batteries in the corner and forget about them. Batteries are expensive and I have a feeling their about to become more expensive.
Even more important - don't recharge them when it's below freezing. That will permanently damage Li-on batteries. Some better chargers won't charge when it's that cold but many will try and ruin the batteries. You can use them when it's below freezing but don't recharge them until you warm them up.
