There have been quite a few threads regarding using cameras in cold weather. As you note, moving from cold to warm can cause lens fogging. If you don't have the luxury of having a camera for each temperature, you need to plan aaccordingly, and do your indoor photos first. Batteries are also an issue in the cold. NiMH cells lose capacity rapidly in sub-freezing temps. You may want to invest in a set or two of lithium AA's for this.
I haven't had any camera or memory performance issues with either my Minolta or Pentax. If it is going to be below 20 degrees F, you should think about gloves, and practice using your camera with them. Lens caps are easy to lose, as are memory cards, etc.
If the weather is nice and sunny, the outdoor shots will likely give you problems with dynamic range. If you can get people to hold still, bracket your exposures, and combine to HDR. (if it is relatively calm- a windy day makes this nearly impossible)
That's about all I can think of at the moment, but I'm sure you'll get other replies. the best advice, of course is "Don't do it!", but I don't even take that myself, so Good Luck.