Nope, just don't let them freeze. Let it snuggle in with you under your jacket. Pull the hoses off, blow them out, stow them in your pack- they'll be fine. But if the residual water in the filter itself turns into ice, it will block the flow, and you'll need to thaw it out. The fiberglass filters are nicer in that regard, for the cracking issue already mentioned. I put mine in a zip lock, roll it up, stick it in my jacket pocket- I know people who go to the trouble of pulling the filter out and putting just that in their pocket, but it is an annoyance I don't want fiddle about with and I'm just not sure how reliable they are if they get bent about.

Right now, I'm using a Hiker when I have all my gear, but I'm looking to upgrade to the Combi because it has the charcoal layer. My other filter, the one that lives in the bag that I WILL have with me when stuff hits the fan is a McNett Frontier, I'll probably switch up to the Frontier Pro before too long. 2, not 0.2, micron filter, but that will catch most of what iodine or chlorine might not. *shrugs* If I had room in my MAV for the Hiker or Combi, I'd run with better, but my Katydin is at my folks in storage.