This afternoon while shooting outside in about 30 degree weather my 20D went completely dead.
I have a battery grip with two fully charged batteries. Later, after the camera warmed up everything was fine. The weather was not that extreme just a little cold.
Is this normal? What can I do to prevent this when it really gets cold?
I have not seen the problem you describe, but others have suggested keeping a few spare batteries inside your coat (keep them warm), and as the one(s) in your camera die, swap them with the spares. The dead ones will likely come back to life as they warm up, and you can swap them again when the ones in the camera die.
Did you bring the camera from a nice, warm inside right outside and started shooting? If you're in a humid area maybe condensation formed inside and shorted the electronics? Try acclimating the camera to the cold first, by leaving it outside in the car a bit first, perhaps? My d60/grip with 2 fresh batteries will shoot (almost) all day in 30 degrees F/about -1C. 0F/-18C is a different story battery wise though. When done shooting be sure to seal it up in a plastic bag or something to bring inside and warm up without sucking up the moisture in the air inside.
I agree with David about acclamation to cold weather. The lens will be the first to "fog" up if not cooled to outside temps.
Yes keep batteries as warm as possible. AF will suffer from cold temps even if batteries are fine.
Hand warmers are great for this.
Dan
When it is bitter cold, I take a plastic ziploc bag with me out doors. It's to protect the camera when I come back inside. At that point, the camera is like a little ice box, and the indoor humidity can condense on and, I'm told, inside it. The trick is that you have to seal the camera in the bag while you're still outside in the cold. You want the dry cold air surrounding your camera as it warms back up.
Another thing to keep in mind is gloves. I have a couple pairs of homemade gloves that allow me to free up my finger tips for shooting. One pair has little slits to poke the finger pads through with a minimum of skin exposed. You still need to be careful though. I've been out in 20 degree weather (-7 C), and come inside to the awful pins and needles feeling of over chilled hands.
The shooting is often great on those cold, cloudless winter days. Enjoy!