First off, what part of MN are you from??? I too live in Northern Minnesota and it is cold more often than it is warm, the bugs are TERRIBLE when it is warm, so really no matter when you ride you are fighting SOMETHING!!
Horses are MUCH more adapted to the weather than we are.
I do ride year 'round and find that riding bareback is the BEST with a long riding "cape" on to trap the heat of the horse. You stay warm and he stays warm. It is the best of both worlds!
The problem with the cold weather is making sure if your horse does sweat you pay attention to his ears (they freeze easily). If they are sweaty I would slow down or cool him off. No matter what the temp cooling down should be done, so ride like you always do, with a proper cool down. Just be prepared to have the cool down take longer, at least it will seem to, if you are not dressed for it!