I have ridden a 7-speed Sachs internal hub with coaster brake for the past two winters. The weight of and rolling resistance in the hub make winter riding less than enjoyable, and you know I usually love winter riding...
The oil that is normally in the hubs must be flushed before winter riding and replaced with a lighter oil to counter the effects of oil thickening up in the cold temperature. The oil WILL thicken up and dramatically alter shifting, and in the worst case scenario even disengage the drive cog from the gears causing you to lose control.
The coaster brake is annoying in the winter due to the loss of ability to back pedal. On rough winter terrain one wants to be able to position one's cranks in respons to the terrain, just like in mountain biking. The coaster brake puts a limit on this.
On the other hand... the coaster brake always works in wet conditions, and will never jam up with ice. The shifting will also never freeze if the oil has been changed.

... Robert Galdins
I'm using a Shimano Nexus 7-speed with roller (drum) brake. While the unit does weigh more, I happily trade that for the consistency offered by both parts (and you can use these hubs with the drum brake removed to save weight). And I'm not too concerned about extra friction, probably due to the fact that everything on a bike tends to slow down bit in cold weather (especially the rider!). The Shimano hub also seems to work fine in all temps with its stock internal lubrication, while the Sachs does need changing, as Rob notes above. (Performance tip for Sachs and Sturmey-Archer hubs: flush out the old oil and use chainsaw oil!)

I really do like shifting that is consistent in 7 regular steps, even at -20C. And the rear brake is also very predictable, regardless of temps or moisture. I do agree with Rob that a coaster brake can be annoying, but the drum brake, while not as quick to stop as other types, seems great so far. I used to run a 3-speed hub, but moved to the 7-speed as I needed a wider range for trailer towing. If you don't want to run a single-speed, a 3-speed hub laced into the rim of your choice can be a good winter set-up, especially if geared down a bit for winter road conditions.

I've got my new and revised winter bike page up:

http://drumbent.com/winterbike.html

... Mark Rehder