(Note: Having written this section, I realized that I'd forgotten a crucial part of the discussion. Blowing warm air through a set of wooden pipes in the cold tremendously raises the risk of "cracking". When you have that temperature differential across the wood, the stresses in the wood are increased and you could seriously damage your instrument. I haven't cracked/broken an instrument yet, but know those who have. As a result, I bought a set of plastic Dunbar P-3's with a plastic chanter which I play on these gigs. I can't recommend this approach highly enough. Having said that.....)

The problems of playing in the cold are: 1) that moisture condenses in the drones leading to a gurgling or flapping sound, 2) that the chanter reed becomes so stiff that you have to overblow (with squeals and drones shutting down) to make it keep playing, 3) that the chanter pitch drops, 4) that the chanter intonation gets messed up and 5) that your body will eventually become the limiting factor at longer times in colder temperatures.

The pipes can be set up to minimize their problems. Moisture condensation in the drones can be reduced by minimizing the moisture that gets into them. The Ross desiccant bag (described above) works well for this. The chanter reed will get hard and stiff as the moisture in it gets cold. This means that the vibrational mass is larger (lower pitch) and stiffer (harder to play). This also affects the pitch and intonation due to changes in flexibility of the reed. I have a reed which I set up for playing in the cold and it works beautifully - but it won't play worth a darn at room temperature. This reed allows me to use the same drone reeds at room temp and outdoors. It does, however, require a "bit" of tape on the chanter. If you have the luxury of a "spare" plastic chanter, leave it taped to compensate for the intonation issues. Setting up this reed will take a half hour of work in the cold before the gig, but reduces performance anxiety tremendously and is tremendously valuable for those who play several outdoor gigs in wintry conditions.

To set up the reed: Go outside. Get your pipes good and cold. Try to play in the bagpipe. Blowing a chanter by mouth is unrealistic for the conditions you'll be under. If the reed won't sound, weaken it by removing cane from the corners of the sound box. (Don't bother trying to use a synthetic chanter reed...It didn't work!) When it will play reliably (all notes and gracenotes), you're ready to tape up the chanter. Set the reed so that no note is flat and apply tape liberally. In a cold weather parade/band setting, everyone should use the same brand of reed and the same model of chanter to have a prayer of tuning together.

After you’re done playing the gig, take your pipes apart - totally. The hemp will be wet and needs to dry out - or you'll split a stock or tuning receiver.

The effects on your body are another issue. The two major culprits are cold and wind chill. At wind-chills of -25F (-30C), exposed flesh (ears, fingers, knees) can quickly freeze. I've been able to do well in extreme cold by:
1. wearing gloves when not playing,
2. using hand lotion prior to the gig (the oil/wax prevents moisture loss - so put it on your ears and knees, too!)
3. wearing latex gloves while playing (keeps wind away from the skin, prevents moisture loss and the flesh colored variety doesn't look odd at all at a distance of 15-20 yard or on television),
4. taking a couple aspirin prior to the gig (increasing circulation through the extremities, but be aware that you're using calories to do this!),
5. petrolatum or wax (e.g.,Vaseline or ChapStick) for the lips (to prevent chapping/cracking), and
5. focus on simpler tunes (to compensate for lack of feel or response from fingers).

Beyond these ideas, keep in mind that you can/should dress for the cold. Ideas include:
1. a tee shirt, shirt, vest or sweater under jacket,
2. athletic warm-up shorts under the kilt (For even the most hardy, there's nothing like a chilly day to define the boundary between "tradition" and "stupidity".),
3. athletic socks under the dress hose and protective rubber overshoes for the ghillies (to protect from mud/slush).
4. In a strong breeze, a safety pin from behind to hold both kilt aprons together may be advisable.

If you're "doing o.k.", don't succumb to the temptation of jumping into a warm vehicle with your pipes halfway through the gig as your pipes will not sound right again when called upon to play at the end of the service. Pipes have to be at equilibrium with the local environment. Blow through them while not playing, but don't take them inside.

Currently, my "extreme piping" set-up has tape on everything except Low G, B and high A. I played it at 5F (-15C) with a wind-chill of -40F (-40C) in the falling snow and made it through a long, high-profile service for a fire chief with no problems - other than very cold fingers, ears and knees. The P-3's, as recorded/broadcast by the television station behaved well, sounded terrific and prompted comments that "other pipers don't sound that good at room temperature"{;^)}. No one who watched the broadcast even noticed the latex gloves.

This is an alternative seasoning for leather pipe bags:

Uptight Bag Seasoning Recipe
by P. M. R. W. Lerwick

1 part vegetable shortening
4 parts liquid pure flax "wood" soap or "oil" soap (e.g. Murphy's Oil Soap)
Note,  it might be a good idea to add a tablespoon of Dettol or  whisky for sanitary reasons.

Put shortening into seasoning and warm it up (microwave 30 sec at a time till shortening melts to clear).
Blend wellIt may turn milky and gel a bit when cool, just rewarm (not boil!) for use.
4 oz. for a new bag, 1-2 oz. to replenish.