My dad uses an electric ECB, and a few mods make smoking in the cold a breeze.
1. Find a bucket (steel, not galvanized, no plastic) that will fit underneath the element and fill it with brand new playbox sand. Don't take it from the shore 'cause it'll gunk up your smokes.
2. Find a pizza pan/aluminum pan that will fit over the sand bucket and line it with aluminum foil. If you can't find a pan that will fit, just fold several layers of HD foil and seal the gaps between the sand bucket and the element. Point is, fill in the gaps.
3. Wrap your ECB in a welders blanket. You'll have better heat containment that way.
4. When I smoke on his ECB, I also take a long sheet of HD foil and twist it up nice and tight. Make sure that it goes at least 3/4 of the way around the gap between the lid of your ECB and it's body. Not only does it keep some smoke in (but not all. We do not condone the creation of creosote), it also keeps a fair amount of heat from escaping the grate area.
5. FINALLY: Locate some bricks and create a barrier at least halfway up your ECB body on 3 sides so that the wind may be blocket. OR, if you have plenty of snow, dig a pit like I did and settle your unit in!
Here's what I did the other night with mine. Had some nice snow banks to choose from!