I hadn't been noticing much in the way of winter decrease in MPG until the last tank or so. The only difference for me has been more extensive use of the seat warmer and steering wheel warmer. I always have the A/C on the same regardless of season so that hasn't changed much. And recently my trips have been more limited to 12 miles to work, 12 miles home. Before the last couple of tanks the trip type was much more varied.
Mods-Etc: Quaife LSD w/VAC finned diff cover, M3 Rear SF Bushings, M3 sways & OEM Susp Front/Rear Cmpnt Kits ('cept strut brace), GC Caster/Camber Plates, AC Schnitzer M3 Sport Springs, JRZ RS1 dampers, JBD 100%, Goodrich SS brake lines, non-stggrd APEX ARC-8 18" wheels with Michelin PSS tires (winter OEM 17" wheels and Blizzak LM-25).