Yes, you do need to change the oil more often in really cold weather if you don't drive long distances on the highway. The reason why is the oil never really gets up to temp, so it ends up with a lot of impurities in the oil that are not cooked off by the heat.
An engine can sit for a long time, and even if moisture accumulates in the engine, it's not a big deal. Oil frequently gets up to around 200 degrees F during normal operation which will cause the moisture to boil off and get sucked into the combustion chamber through the PCV valve. This only works if you take a long highway trip occasionally though.
The best way to determine how long you can go between oil changes is to get an oil analysis done. If you just want to push things and don't want to bother with an oil analysis, then at least use a good quality pure synthetic oil, and a good quality oil filter (Fram filters need not apply).
I bought my Mirage in June of 2014. I just changed the oil on it with Penzoil Platinum Ultra 0w20 along with a Wix oil filter bought from one of our sponsors (Rock Auto). As of right now, my Mirage has 25,700 miles on it and I change the oil once every about 5,000 miles.