Repair-It

http://www.fueleconomy.gov/feg/coldweather.shtml

Nothing really groundbreaking in here, but they do touch on a few points that should be emphasized:

Fuel economy tests show that, in short-trip city driving, a conventional gasoline car's gas mileage is about 12% lower at 20°F than it would be at 77°F. It can drop as much as 22% for very short trips (3 to 4 miles).

The effect on hybrids is worse. Their fuel economy can drop about 31% to 34% under these conditions.

•Park your car in a warmer place, such as your garage, to increase the initial temperature of your engine and cabin.

I would amplify that by saying: the car starts out warmer so better fuel economy AND less wear, you will start out warmer, no snow/ice crap to deal with, and, generally, long term corrosion issues are mitigated when a vehicle is garage parked.

•Minimize idling your car to warm it up. Most manufacturers recommend driving off gently after about 30 seconds. The engine will warm up faster being driven, which will allow the heat to turn on sooner, decrease your fuel costs, and reduce emissions.

Remember, an idling car gets 0 mpg, and just increases the time the engine spends running cold (and also does nothing to warm up some major subsystems).

•Remove accessories that increase wind resistance, like roof racks, when not in use.

I suppose this is what it is, but denser air combined with adding wind resistance will definitely be above the noise in fuel economy measurements/calculations.