Have always used all mine throughout the winter - Caterhams, Elise, 350Z et al.
The only slightly dodgy one was the Westfield because, unless you remembered to heat it up first (which seemed to be beyond me) the roof would shrink so much you couldn't get it on without ripping all your fingernails out. It also didn't have a heater but after a while the heat from the old crossflow and competition exhaust would eventually at least keep your legs warm This was before the invention of half hoods which are a wondrous thing.
We were reminiscing the other day - my daughter and I went to Newmarket to collect it in it's open-topped state - the dealer said "don't bother with the roof". By the time we got home we were virtually unable to move any of our extremities . All part of the fun, of course?