Are your coolant levels in the radiator and the reservoir good? How long since the coolant and/or radiator cap has been changed? Check the simple stuff first, because after that things like the heater core and thermostat start becoming possibilities.

You want to make sure your coolant is in good shape anyway (can be checked with one of those $1 testers), because if it's not, once the outside temps start falling below zero inadequate coolant quality can result in more serious engine/block issues.