I mentioned this in another thread, biggest issue is if you've got plastic mounts on your DX glass. In extreme cold that stuff will get brittle and potentially chip if knocked around or mounted sloppily.
With the sheer amount of gear my brother has, bringing it in every night would be ludicrous, so most of it stays in the trunk with batteries and cards coming in overnight. That said, he's got a rather complex chain locking system on his car that makes it virtually impossible to get anything out if you pop the trunk, and the alarm will make enough of a racket that you'll never get through the chain before he's outside with the shotgun.
That said, for an amateur, if you can fit everything in one bag then bring the bag in and leave it by the door so you can bring it out tomorrow.