I fire 3 primers and dry swab before laoding up. It stays loaded all season unless I get the opportunity to fire. I also leave the gun in the garage once exposed to cold air. If you are going to bring it in the house, definetly unload. As long as it stays cold enough that condensation will not form (garage, cellar, truck, etc...) you should be fine. If you unload, do not attempt to reuse the same pellets.

I learned the hard way. Single digit tempuratures for a Michigan morning hunt and was so cold I brought the gun into the warm mud room. Went out for the evening hunt, pulled the trigger on a big doe and... delayed fire, bullet went 15 yards and it looked like fireworks came out the end of the barrell. Condensation corrupted the powder. Old quote: "keep your powder dry".