Spray the locks with silicone, WD40, weasel piss, or whatever's your favorite light lube. Spraying the door seals and window seals with silicone is a great idea also -- it prevents a lot of problems, because they can freeze to the jambs. Lubricate the outside door handles also, Yanking on a frozen door handle can cause it to break off in your hand. This is when a sun roof comes in handy.
Get a little squirt bottle with denatured alcohol, Heet, or whatever, and keep it on hand. If the lock freezes, squirt some into the keyhole. If it still doesn't work, squirt more on and light it.
After this, re-lube. The alcohol will wash out any lube that's there.
From Ice Station Zebra.