GO SLR!! If it's in the budget you'llNEVER regret it. Canon or Nikon. Both are great. It's the traditional Ford vs. Chevy debate w/those.

I'm a photographer and I always have at least one camera w/me all the time. I've been in some pretty frigid weather w/them and I've never had any of my Canon's give me trouble.(get's pretty cold inAlaska ya know)You will notice start up time a little sluggish but not anything to worry about. Main thing to worry about is moisture and when it gets colder that makes it worse. Slowly transition them to the heat after being outside they WILL fog up and WILL sweat.

My recomendations to you are:

Canon 400D
75-300 f/4.0-5.6 (if you can afford it the 70-300 IS or the 100-400 IS)
28-105 f/3.5-4.5
Sturdy Tripod

OR

Nikon D80
70-300 f/4-5.6 (if you can afford it the 80-400 f/4.5-5.6 VR)
24-85 f/2.8-4.0
Sturdy Tripod

I'm a bit bias to Canon because they've been so goodto mefor so long but it's hard to beat Nikon glass.

ADDED: This was taken in just outside of Denver (don't know exactly where you're at in CO) and it was about 2 degrees that day and I had no problems.

http://i134.photobucket.com/albums/q98/tnhagies/IMG_7954B.jpg