I brew in my garage, but use propane so the door is open far enough that the temps pretty much match outdoors. I mash in a cooler. If I only brewed when it was warm out, I'd only brew 6 months of the year. I've brewed when it was a near blizzard with temps around 5 degrees F. I have a pond pump that I submerse in a cooler of cold water to feed my immersion chiller. Drain to another cooler. That works pretty well.
When it's like that, I'm dressed in winter coat, boots and a hat and I sit pretty close to the boil kettle. I do not usually have an issue hitting or holding mash temps.