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Coldest I've shot was a dog sled race in MN in January, -20F. Gear held up fine. I picked up a Cozy Camera Bag, which is neoprene, fits a gripped 800 with the 70-200/2.8, has room for the chemical heat packets, and my right hand was actually sweating it was so warm.
If you're going to do cold weather a lot, consider getting the black cold weather Carhartt coveralls - they're cheap, they last forever, and they're hot. Wear a pair of tights underneath, a goose down parka on top, and you'll last as long as your gear. Pick up the chemical handwarmers and good gloves / mittens that you can fit the chemical packs into - that way, when you take them off to do something, you'll warm back up ok.
I also take some big Ziplock baggies, and put the camera and lens into those while still outside, squeeze out as much air as possible, and seal them. I've not had a problem with condensation.
I know it sounds sick, but I'm looking forward to some neat opportunities tomorrow.