We play year round here, even during the week. My home course allows night golf without glowsticks - we made a 'putter course' that plays around a brightly lit sand volleyball/tennis court area. Great practice keeping your form clean during the winter.
Basically play every weekend all winter, except in the worst conditions. Layers, layers, layers. Always dress in layers, so you can shed them after you get warmed up and walking around. Wool socks are kick ass too, especially when paired with goretex boots of some sort. Keeps the feet nice and cozy in all but the most brutal temps. Good gloves that are easy to take on and off, and lots of handwarmers. I'd also recommend a neck gaiter/warmer, it's amazing how much heat you can lose without one.
There is no off season in disc golf!