I use an alcohol stove year round. The Adirondacks in winter are not known to be warm either. While it does take more fuel to melt snow, there are other tradeoffs which have been mentioned. In fact a few years ago, my alcohol stove was able to provide a hot meal for a hiking companion when his white gas stove wouldn't work.

As you mention, Heather, design is important. Many alcohol stove designs are not suited for colder temps (those are also the least efficient stove designs in my experience too). Stoves which are wick based are very efficient, safe and work very well in even sub-zero temps.