As I live in the Twin Cities, which is officially the Nation's Coldest Metropolis, I will weigh in on how cars tolerate the cold.
All you really, truly have to do is make sure your antifreeze is mixed to the right proportion and that you've got better than a half-tank of gas. The traditional 50/50 mix on antirfreeze only protects to around -20 degrees. It gets way colder than that here, and so you need to up the antifreeze content since water has the nasty habit of freezing below 32 degrees. Also, if your gas tank is low, moisture can collect in the tank and freeze, which creates terrible problems.
I have lived on the frozen tundra for nearly 14 years, and none of the family's cars (a total of 10) has ever not started due to cold, including the two that moved with us from Florida (there have been, however, mornings when we people haven't felt like starting). My '08 FEH came with an engine block heater (I think they're almost standard up here). This will be my first experience with one, so I hope I don't forget to actually plug it in.
Also, one little thing that seems somewhat counterintuitive. Do not heat your garage. The change in temperatures will cause evaporation in the gas tank, and when you leave the warm garage and hit the cold air, your car may stall.
Enjoy Utah--at least you'll have pretty mountains to admire while you're freezing your keister off, instead of miles and miles of plains.