I don't like to do it in the cold but I have done it. The way I get around doing an oil change in the cold is to not try to squeeze every last little mile out of the oil. I shoot for 6-7K OCIs but if the weather is nasty, I know I can go longer on the quality synthetics I run without doing any damage. If it happens to be really cold when I hit 6K, I can just wait until it gets a little warmer because I leave myself a little buffer.