I flew yesterday here in SLC area with temps about 34F and had no problem. I'd keep the batteries in the car/truck. Another idea is to heat them up a bit to maybe 80F-90F and then put them in a cooler to keep them warm.
When you go to fly keep the batteries in the cooler until just before you're ready to fly, have everything else ready, and then take the battery out of the cooler and put right into the copter and fire up right away, cal the compass, and then take off right after that.
When I flew yesterday the plot of battery temperature went from 57F and dropped to 55.7F while I was calibrating the compass, and then increased in temp as I flew it. At the end of the 8 minute flight the battery temp was 87F so it gained more than 30F in 8 minutes.
Brian