I did last winter with a soft top in CT. It isn't any colder, but the ice sucks. And so does the road salt.
My biggest problem was I couldn't drive through an auto car wash in the dead of winter. Look around on bargainnews.com for hard top. I just bought on off a 98 TJ for $400 last month. Now if I can just find a pair of full doors...
You can try salvage yards in New England, but they are all pretty expensive. Dudes want $1000 for a pair of full doors that have been through a fatal accident!