We have cutting practice all winter long, I use a cooler because our horses do work hard and get a little sweaty. I throw a fleece cooler on them and put them on the walker for about ten minutes to cool down when we're done. My shoer has always recommended taking shoes off for the winter as well.
Pretty common sense, but know when it really is tooo cold to ride! And stock up on warm clothes. I always ride in Under Armor tights under my jeans, wool socks, a warm hat, a thick Carhartt coat, and gloves!