A winter friendly cache should be a cache that is above ground (eg. in branches or hanging in a branch). With the weather that we have recieved in the last months (rain, snow, rain and snow) most caches have been frozen into the ground. A local geocacher did indicate on his cache's site that it was frozen into the ground and that if it was pried out of the ground the container might be damaged. So I believe a Winter friendly cache should be above ground.
PS: I'm new to geocaching and would like to do more in winter since the kids got snowshoes for christmas !!