In cold regions it is common to have #1 diesel which gels less and has a little more cetane. It is helpful in places like Wyoming in winter when the temperatures are below freezing most of the time, and extreme lows can be -35 F or more.
In a place like Elko I have seen winter blend diesel which is a mixture of #1 and #2. It may have some other additives.
Like other posters have mentioned diesel is a less refined fuel. The main issue in cold weather is starting up those engines not what they need to run on. It would be worth to pay an extra 6-10 cents for winter grade diesel, in cold weather but not the rest of the year.
I have used biodiesel up to B20 in warm weather with no problems. It does tend to clean out your engine so you need to carry a spare fuel filter. In cold weather it gels faster than #2 diesel, so you either have to have a pre-heating device or you should avoid it below about 32 degrees F.
It is very helpful to use diesel additives in cold weather. They adsorb water and add some cetane for easier starting. I like the stuff in the white bottle available at any truck stop.