Use it all the time, even when in the snow. The coldest condition I've used them in were in the teens. No problems with it in cold weather. What I do is engage and disengage a couple times then set it for good. Also the parking brake is stronger holding the vehicle from rolling forward than it does backwards, at least with my 4Runner, it's that way. So when I'm in the snow, I usually need to back out.
Mine has gotten stuck a few times here and there, but it's usually because I sprayed a lot of water over the rear wheels/breaks with the pressure washer. But rolling backwards a few inches breaks it free.
The advantage of using the parking brake is the weight of the 4Runner is held by them rather than the parking pawl. I always set the parking brake first when I park, shift into neutral, so that if it rolls forward on backwards the weight is on the brakes and then into park. When I leave, I shift into gear and then release the parking brake.
:iagree: with the earlier poster, I have to stomp the parking brake into the floor, otherwise the 4Runner will roll on an incline. My Tacoma on the other hand just needs to pushed half way down. I got to adjust the 4Runner's e-brake.