Thankfully, our winters here near the Alabama/Florida state line are quite mild. My front porch swing is my go-to spot for cigars year-round. If it's above 45*F and not insanely windy, I'll just put on a jacket and maybe grab an old blanket. That accounts for the vast majority of days.
On the rare occasions when we actually get truly cold weather, I'll either go out to my shop and smoke while I work on something (it's not heated at all) or just won't smoke a cigar that day. It's rare for us to drop below 45* for more than two days at a time.
I don't smoke in my house, and I will only smoke in my trucks on very long road trips when I don't have a passenger.
When drone technology advances, hands-free umbrellas are going to be incredible.