Perhaps this is not quite what you had in mind, but the main change that I make between hot and cold weather is the sidearm itself; in other words, what I carry. In hot weather, I carry my 4.25" Colt Viper, due to it's light weight and compact size. It is loaded with a +P 38 special at most.
In cold weather, such as we will shortly be having, my EDC is a S&W 986 9mm revolver with a good HP load in the gun and the the two moonclips in my pocket are loaded with a good quality FMJ for the added penetration, going through heavy coats and such.
Hope this is what you were looking for.
In any event, I frequently practice loading whatever gun I am then carrying with the main difference being monclips vs speedloaders or speed strips.