I'm the hardcore bicycle guy in my company. It was 14F with a harsh wind outside today, and I rode in with my bike.
Don't do any sports cycling though, just pragmatic cycling.
BTW, while we're on the topic, a quick rant: Please, middle-aged Americans, just because you're sitting on a bike and cycling more than 5 mph, doesn't mean you're an extreme athlete. So, no, you probably don't need the clip-ins, the (of course yellow) synthetic shirt that wicks away sweat in 0.23 seconds, the tights with ads on the side. Especially when I'm zooming by you with my commuter bike, because you're only riding 5 miles per hour after all.
rumborak