I hate reviving a dead thread but it seems appropriate with the colder temps now. Here's a few things I learned over the past few years with my WSM and smoking in the midwest.
The first thing I do is take foil furnace tape and seal the side door from the inside. There's a pretty good amount of heat loss through the gaps on it to make anyone cringe. I never use the door anyway. For charcoal changes I lift the top 2/3's of the smoker off carefully and resupply the charcoal. I get a minimum of 5 hours of charcoal burn no matter the weather with consistent smoking temps of 225.
Always use lump charcoal. I find any sort of briquette leaves a lot to be desired in many areas. Temp, taste, and quality are at the top of the list. Lump is pretty cheap, burns hotter, and gives better flavor. With the colder weather I fill my charcoal grate 3/4 full then dump a full chimney of lit on top of it. I leave the bottom grates fully open for the first hour then close down to 2/3's open for the rest of the smoke. I leave the top grate fully open. Always. No matter the weather.
Make a wind break or use a hot water tank blanket. I used some left over pink foam board insulation and made a surround for the smoker. It keeps the wind off it and I'm able to keep my smoker at any temp I want. I know a few folks that use the tank blanket and swear by it. Remember to keep a minimum 8 inch gap from the foam board to the smoker.
I've smoked in single digit temps and never had an issue doing it this way. Just remember YMMV and adjust as necessary.