Yeah, dan brought up 2 good points that i've had problems with. First of all, When it's reallly cold out never stop your gun, unless you plan on ending the blowing and bring all the stuff inside. If you stop your gun even for a few seconds, the really cold air will freeze up nozzles and stuff causing you lots of hastle. Also, the point about blowing with the wind is critical. Like Dan said, if you blow agaisnt the wind all the stuff on your gun will start to freeze up. I've never had any problems with my air hose freezing though, and i just have a reglular 3/8 inch line.
Lastly, CHECK YOUR GUN at least once an hour. Sometimes something might be going wrong, and for example, the air is clogged. So, all your yummy snow is now covered in water and ice. Just keep an eye on the gun, you'd be surprised what can go wrong.
Hope that helps, it might some somewhat confusing and not very organized.. meh?