Definitely need to club up and change balls every hole or two. Biggest issue is stretching before the round so you don't injure yourself.

There's all sorts club choices , wind speed and direction, you lie , is the ground really wet , frosty etc , all play a part

Personally I play a club under when approaching the green. With the ground be frozen this gives me my best chance to end up somewhere near the green. With my home course (Bay Pointe, Onset Ma.) when the greens are frozen. If you land on the green your ball acts like a super ball and bounces right through.

Now that i am living in San Diego, my cold weather golf is only our annual winter to Bandon Dunes. Its always a tough adjustment, not only to the weather but the effects of bundling up in more clothes/rain gear. I play more club and hit more running punch shots. Mostly i just try and have fun and know my scores will be higher than normal.

We play all winter in Ky. with the exception of snow coverage then we complain. We have found that switching to the softer NXT Tour S and on no wind days we club up on everything shot. On windy days we club up as usual then add 1 more club for every ten MPH of wind we have. Example: if playing into a head wind 20 mph you'll be playing 3 clubs strong.

You definitely need to club up for just about everything, just because of the cold temperatures. The only exception I have found is pitches and punch shots around the greens. I play those at my usually expected distance. Here in southeastern Texas, we're not permitted to play if the greens are frozen or frost covered, so the ground is usually still somewhat soft and those shots will hold most of the time. Between the clubbing up for the cold, and the extra clothing you need to wear to stay warm, I'm usually about two clubs shorter with most shots through the bag except as noted above.

One thing we have found is a couple hand warmers in the ball pouch and rotating balls every couple shots helps keep them warm so they compress easier

Being from Idaho I golf in some cold weather. Rooster says "club short" yes, nothing will kill your game more than hitting the prefect shot on the green and watching bounce off because the green is frozen.

Advantages:
1. You can hit drivers a mile, why fairways are frozen and the ball will bounce forever.
2. What's a water hazard? Balls bounce off the ice.
3. Your playing golf!

Tips:
1. Use hand warmers in your pockets. For you hands, keep two balls in there with 3 or four tees. Hands and balls work better warm. Tees go into the ground easier when they are warm.
2. Keep your divots to a minimum. Ground is frozen and makes digging divots a little hard.
3. Bring something warm to drink.
4. Watch you layer of clothing. You'd be surprised how quickly you warm up. Usually for me by the 3rd hole.