Spots: Parking garages, anything covered, shovel out a mini ramp/curb, etc.
Clothes: Lots of layers. No cotton for baselayer. Under Armor cold-gear is a god-send. Mittens are warmer than gloves. I've worn a facemask/balaclava for years while snowboarding and winter bike riding, but had never worn one while skateboarding. I finally started two years ago (when it gets real cold), and it's amazing. Wish I had started sooner. Makes a big difference. Took a few tries to find one that was warm enough, and didn't obstruct vision too much. Not sure what shoes you run, but I found Kingfoams to trap (foot) heat much better than stock Vans ultracush insoles.
Attitude: The first 10-20 min of skating in cold weather SUCKS, but then after the blood gets flowing it's not as bad. But realize, it's freezing, you're dressed like Luke Skywalker on Hoth, so there is a level of suck you just have to accept and wait for spring. Warm coffee around is always good, too.