I think the Padron 3000 and 2000 have the most dominant cocoa flavors of any cigar I have ever tried. Age helps them, but even the ones I've smoked right off the shelf at my B&M have had very strong cocoa flavors.
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I really like those for a relatively quick smoke. Fuente Short Stories are another of my favorites (even when it's not cold out) but it seems they can take a while to get through too.
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The local B&M doesn't have those specific Padrons, nor does CI. Though, I could just be looking in the wrong places. The Casa Magna Colorado is quite nice in the bitter weather.
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Punch Margaritas
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This :-)
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Another vote for the Special G Maduro. Just bought ten of these off the devil site. Tasty and you can smoke it before hypothermia sets in!
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Cain Daytona 5x43
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Illusione Rothchildes: seem to work well above, at, and below freezing (my personal best has been around 20 degrees F). And by the time you have had enough of the cold, the cigar is down to the stub.
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Had this 5 Vegas. It was a nice quick one for being outside in 15 degree weather

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X2 these I always forget about.....glad i have plenty thanks for the reminder :-)
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Some updating: I've found that Camacho Triple Maduros and (she's a...) Brick House cigars are quite nice, even in the cold.
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Short smokes suit this Southern boy transplanted to Joisey. One I keep in my permanent rotation, regardless of the weather, is the JR Ultimate Habanitos in maduro. I've found this an outstanding and dependable 20-30 minute smoke, and at only 40 bucks for a box of 24 they fit my tight budget also.
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I just put some of the best, short, winter sticks on the WTS page.
Tatuaje Petite Cazadero Reserva's.
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