I've seen a lot of articles claim heat pumps don't work well below -15c, but they never mention there are ways around that. I live in Canada in an area that regularly gets much colder and a lot of people around here have heat pump systems... the only difference is instead of the other side of the heat pump being outside, we bury them underground below the frost line. (Geothermal)
It does drive the cost up somewhat, but they still end up paying for themselves in the long run. Added bonus is in the summer, most system are reversible and will also cool your house much cheaper than traditional ac units.