I also live in Canada, and asked this question some time ago. The answers went basically as follows: if you can plug it or store it inside when it is cold (-10/15 C), all is well. If not, you need to be carefull about a few things:
- battery, needs to be the best possible. You need lots of power to rev that thing up;
- low-viscosity oil. Someone wrote me that he was using 0W30/0W40 oil in it. This is synthetic oil, so there might be issues there;
- letting it glow before starting, even after the indicator has gone out. I didn't know the glow plugs kept glowing after the indicator had gone out, but it seems they do, from one guy's info;
- good glow plugs. Worn or old glow plugs may not heat enough;
- don't worry about additives. I called a few petrol companies, and they add stuff to make it more cold resistant, depending on where you are. If you want to add something, check the user manual as it gives cold driving directions;
- finally but not least, make sure the compression is top notch on the engine. I'll have the valves adjusted in the automn for just that purpose.
I bought mine 2 weeks ago, and don't have anywhere to plug it. I spoke with some people who owned one, and one guy told me he'd only plugged it in once over the winter (a mild one here in Montreal, only 3-4 days below -30 C), and didn't have a problem.
As a final note, I haven't spent a winter with mine yet. Hardly more than a week. Just repeating the advice others gave me...

Good luck, hoping this helps.

Nicolas