You have a legitimate concern with the cold air coming in. I live in western NY and we get tons of cold weather so i'm dealing with a similar situation.

I have an oil heater (Honeywell® 7 Fin Oil Filled Radiator Heater with Digital Controls - HZ-709 by Kaz Inc. - Honeywell - Honeywell Central) that i put in front of my intake, so any cold air coming in passes by the heater first. i have 2 HPS lights that warm my room up to 82 so i only use the heater during lights off. My heater has a nice built in timer and thermostat so i set it for 12 hours, 72 degrees and the lowest power setting.

try something like that. but fresh air in is important...even with the cold.

good luck,
skeet