Here it can get to wind chills at -20F and when it's that cold, I will switch to either briefs or a boxer briefs if I don't just put some running tights or long underwear on over the thong. My preference is to thong 100% of the time, but there's maybe 2-3% of the time where you really could freeze your ass here. Again, I try for as long as I can not to switch away, but then sometimes the practicality of the situation takes over. That said, I've got a thong on under my workout gear 100% of the time.