We live in fairly cold winter country - temps below zero are pretty common at night, sometimes even 20 below or so. It is dry and windy, but we do get some snow. I use galvanized buckets for their water. I have some nice 3 gallon buckets that are shorter and wider than average. I put bucket heaters in them and that works fine for the winter. They make a lot of ice around the bucket, I throw straw on that. We bed down with straw because its cheap and local and toss it on top of any nasty frozen mess or slippery ice and clean it all in the spring. When things freeze up here for the winter, they freeze solid. I've found my biggest problem was a duck that had injured himself earlier slipping on the ice and re-injuring himself. I'd kept him in until I thought he was ok, but he wasn't. They do make things slippery and they don't much like that, neither do I. More straw fixes that - I need to go get a load soon for this winter. I am able to get it directly from a local farmer, works great.
The ducks have an unheated, but insulated shed. It has ventilation, and I can close it up when it's really cold and windy. It has sliding doors and we put in a "duck door" so we can close it up and give them outside access if it seems necessary. Mostly I find they do great as long as they have protection from the wind. If I use a second pen in the winter (I have four pens and a small yard and a big one), it has an Igloo dog house (a big one) that they can use to get out of the wind. The back of those pens are wrapped with tarps year round for wind in the winter and shade in the summer. Mostly they like lots of fresh dry straw.
For bathing, I put out contractor's tubs that are used for mixing concrete - a small one under our freeze proof spigot makes a great bathtub and you can turn it over, flex it and dump the ice easily. I put out bathing water most days, but not when its really awful.
Mostly ducks are tough and hardy and not too hard to take care of.
