So you get bad noises even when plugged in when it's that cold? Do you have an oil pan heater on your car? I think my engine will resist starting before it would get to the point of bad noises, just by the nature of a diesel engine. If it's cold enough to make bad sounds, it's probobly cold enough to not start since it's a heat ignition motor... so hopefully the heaters are going to be enough.
Sure you do. The heaters keep the fluids warm, and to a certain extent the block. However all the accessory stuff (power steering, water pump, AC pump, idler pulley, tensioner) isn't warm. Often they make some VERY interesting noises. I can tell when it's more then -20F cause when we start the wife's Explorer it has a distinctive squeal for about a minute--seems to be coming from the tensioner. I lost a tensioner and idler due to cold temps once on a '96 Bronco (302 V8). I'd just put a brand new serpentine belt on too! It was a bummer, had to change them out in those temps. Thank goodness it was only a single bolt each.
Also you can get "cold weather" leaks. As things get colder they shrink and sometimes you'll start seeing coolant leaks and the like (lower radiator hoses seem to be the worst offender). Nothing major, just get out the screwdriver and tighten it up

In extreme low tempetures I like to drive slowly for a couple hundred yards before taking off. Gives the oil in the differentials time to warm up a bit and start lubricating. Switching all your lubes to synthetic isn't a bad idea as well. With a manual transmission I'll sometimes throw the transfer case in to neutral while the truck is warming up and put it in gear to warm the oil up there as well. Also use synthetic grease on all greasable components.
Sometimes you also get weird clunks while driving down the road. That's when you start checking for ice build up someplace that is hitting something as you go down the road.
Perhaps the wildest weather related issue I've ever had was on my old '95 Ford Ranger. I'd been out hunting with it and had done some water crossings. I didn't know that the vent for the front differential didn't have a check valve in it, and I'd gotten some water in to the front Diff. We didn't have any cold weather until well in to winter. Then one day I went out and the truck wouldn't move in 4wd. I pulled the oil plug to see if I'd somehow run out of lube and seized it. I stuck my finger in and it was solid ice! Ended up having to pull the front axle, drain the water and fluid and replace all the seals. Then I extended the diff vent to just under the hood and installed a check valve! Now after each season I check the diffs in my vehicles for water as part of the pre-winter checklist
