For cold weather I think you mainly need to optimize every little thing. The warmer months are more forgiving with these stoves. So make sure your stove is off the ground. For me that is just cutting the very top 1/2 inch or so off a soda can and using it as a stand to place my stove on. Also if your wind screen stays close to the pot and goes up the side of the pot a ways it will help hold more of the heat in. A sheltered spot to cook. Keep your fuel bottle warm in your pocket or sleeping bag so that it is easier to light. Keeping your water bottle in the sleeping bag will give you a head start on heating it. Cozies are great as you've noted.
Also, I've just finished some testing on my Heineken cone using methanol, denatured ethanol, Iso-meth 1:1, and Iso-denatured ethanol 1:1 (Iso-D) which I will post in the Mixing Alcohols thread. The bottom line is that you may want to explore Iso-D as it was a little more consistent at obtaining a boil.
I don't think there is any one thing rather a bunch of little things that will help. For serious freezing weather, snow, and or winter alpine camping change to a liquid feed canister stove like the Coleman Xtreme, etc.