Wear a warm coat, hat & gloves!
Seriously though, I grill/smoke all year 'round. From what I have observed, wind is the biggest factor, it can sap the heat from your grill/smoker as well as drive the temps up via the vents. I grilled tonight, it was about 20 degreeswith a north wind coming in at 10 mph; which makes it about 15 degrees. I don't do anything different as far as coals go, but I place a wind break around my performer and the wind is no longer a factor.