Growing up in MN (and still a resident) it's fine to have your car outside. The biggest difference I have noticed is the difference between areas that use salt, and those that don't. In Moorhead, where I used to live, they used gravel in the winter, and it wasn't nearly as hard on your car in terms of rust, body issues, etc. Now in the Twin Cities, I make sure to wash my car frequently, or you can get rust in the wheel wells, underbody very easily with all the salt/snow sticking to it.
As for the temperature issue, +1 for the block heater. This makes the starting process much easier, and it keeps your fluids such as coolant and transmission from getting too cold. I could definitely tell, back when I parked outside, when I forgot to plug-in the block-heater and when I didn't. On those -30 days, it meant the difference between sometimes starting and not starting, or starting and warming-up for 5 minutes, versus starting (barely) and warming-up for 15-20 minutes.
Lastly, I recommend always driving your car on the REALLY cold days, even if it is just for 15-20 minutes. I saved myself many troubles by taking the car out for a quick errand in the evening to warm it up, and that usually meant it would be fine the next day. DON'T let your car sit out for more than a day or day and half when it is REALLY cold (below -10 or so), or you will be sorry.
Those that haven't been exposed to really cold temperatures may not realize it, but there is HUGE difference between 0 and -20. You can leave your car outside for a week around 0 and it will start just fine. When it is -20, and the wind is howling, your car will lose a charge very quickly.