There are always things to consider when shooting in the cold. I recently photographed a wedding in a snow storm. The rain cover came in handy protecting my lens and the camera.
Keep you lens changes to a minimum or non existent. You do not want moisture getting inside your camera.
Use a camera strap. In the cold,you have less dexetrity and the chances of the camera slipping out of your hands are increased.
Dress in layers as it is just a matter of staying warm and dry:)
The Storm Jacket is available at Amazon.com