I put the canister inside my coat for 10-15 minutes to warm it up. Then I set it on a piece of CCF pad. I also use a windscreen that goes most (but not all) the way around the canister, which keeps it warm during use. This all worked fine on a couple of 18*F mornings last October, which is the coldest I've used the canister stove.

The main caveat with a windscreen on a canister stove is that you need to check frequently to make sure the canister is not getting too hot. A canister's blowing up from being overheated would definitely not make your day!

If I were going to winter camp a lot and melt snow for drinking water, I'd use a white gas stove like a Whisperlite. It's lots heavier and you have to pump the thing, but it doesn't have the cold weather issues that the isobutane canisters do.