Playing in Chicago, I have the potential to play in cold weather year round.
As long as there is no snow and the temp is over 30° I will play. I personally have a harder time with the falling leaves everywhere. I lose balls in the middle of the fairway and forget about if you miss the fairway.
When I do play in the cold, I keep one ball in my pocket and have one in play and alternate every hole. I don't know if it is legal, but I don't have any hand warmers or anything in the pocket with the ball.
I also go into a round of cold weather golf not expecting to play great and just be happy with nice shots and good contact. If it bounces over the green, I live with it and know in better conditions, it would have been a good shot.