I've used the Fuzzy Li'l stove in single digit temperatures. It usually takes a few extra seconds of priming time (no separate primer) and an actual flame (rather than a spark) to get going, but when it does start generating, putting the pot on will not put it out.

If you use other kinds of pot support stoves, a wrap of Kevlar around the stove makes a good priming wick. Just squirt on a few drops of alky and light it off. Before it burns out, light the stove if it has not lit already. In moderate cold, the stove will usually light from the primer.