Starting off, frostbite is a very painful injury. Having had frostbite myself, I know. All of the cases of frostbite that I have seen in my flock have resulted in birds showing pain. The two hens that I mentioned before that had frostbitten toes were, to me, very obviously in pain. I found their injuries because of it. The big giveaway was reluctance to put pressure on the injured toes. Other pain reactions were picking up the feet higher (related to not wanting to touch them to the ground) than usual while walking and a vocalization that I find rather hard to describe. It is a very soft vocalization that as far as I have seen doesn't serve any other purpose than the swearing one would do in the situation. There was also a slight change in breathing pattern much like a person would do while in pain (breath catching in the throat and a sigh as it is released). These two vocalizations would occur for the first few steps after a long period of rest and would go away as the hen walked around. The hens would also spend more time laying down and would not scratch the ground. All of these symptoms lasted for about a day and a half after they appeared. They then went away for about a week. After this they came back again, in much milder form, for 3 days. They have not come back since. Now to Shadrach's point, there is no way to ask these hens if they are still in pain from these injuries. They have not shown any pain reaction in their daily movements or in a hands on inspection. Although chickens may be very good at hiding their injuries, I do believe that poking and prodding at a spot that is painful would bring a reaction.
All comb injuries caused by frostbite seem to be very painful when touched. The symptoms of these injuries are very well hidden by the birds but the injury itself is very visible. From what I have seen, these injuries seem to be painful until all of the dead material is atrophied or, if the frostbite is minor, the damaged skin is shed off like a scab would be.
Now in regards to the cold and snow, most of my chickens have a pretty similar attitude that is something along the lines of, "I can't wait for spring." Although they don't like the cold, they are still acting like chickens and are roaming their usual territory until we get down to temperatures around 15 degrees Fahrenheit. If we still don't have snow at this point, the chickens will head to the tree lines or the goat barn and spend the day digging through the dirt and hay for any spilled feed. The chickens always enjoy roosting on the goats but it becomes especially attractive in the cold weather. If we have gotten snow at this point, most of the chickens will confine themselves to whatever area they have that is snow free. Once it does snow I will clear a path to the barn for them so that they don't all stay in the coop all day. I do have a couple hens that love to eat anything that is white and snow does not escape that habit of theirs. Once we do get below about 15 degrees F, there is not a lot of activity outside the coop. Most days are spent dustbathing in the coop and walking along a wooden fence that runs by the coop to be able to get to the tree line without stepping in the snow (as long as the wind isn't blowing). Last winter we had 3 weeks that they mostly confined themselves to the coop with sparse trips to the barn or tree lines. There were about 10 weeks, with those 3 weeks included, that they limited their time mostly to the barn, tree lines, and coop but were still active. During these colder times the chickens will significantly puff up their feathers. The colder that it gets, the more time they will spend either roosted on the goats or laying together. When we get into really cold temperatures (below 0 degrees F) they will roost together during the day. These really cold temps usually only last for a week or two during January or February but it is usually during this time that we will have a storm that drops us down in the -15 to -20 degree range for a couple days. If frostbite is going to occur, it will be here. After the really cold temps, the chickens seem to get cabin fever and they become pretty active once the temperatures get above about 10 degrees F. Temperatures typically rise above freezing pretty soon after this cold weather and the chickens are digging holes in the mud puddles that we get from the melting snow.
Now I'm sure that I owe tax for writing a novel and derailing the thread so I will go dig up some pictures.