I've always liked the low angles of winter sun, personally. I've shot some of my favorite stuff in winter.
As the others mentioned, wear warm clothing, especially shoes and socks, and be gentle with your gear. Cold weather not only causes static discharge, it also causes lubricants to stiffen up a bit so treat your camera gently and don't force anything. I've found that a lot of modern batteries perform poorly in the cold as well so consider all mechanical cameras and light meters that can be kept in a pocket to keep warm. I've had several experiences with electronically controlled shutters not working in the cold and I believe that the issue was not the camera's electronics but, rather, the battery being unable to provide enough current in low temperatures. If you do end up needing to rely on a battery, bring backups and keep them warm.
At the end of the day, the only obstacle you have is you. Just load up a camera and go for a walk!