however, when the tires warm up the pressure increases again.. so you should be checking them warm

there is the tire pressures listed on the drivers door....one cold and then you add something like 4 psi when warm

The colder weather will actually contribute to more air leaking out of the tire through the natural pores in the rubber. This is due to a higher heat cycle, actually lower starting temperature, but same working temperature which results in a larger delta-T. Because the tire is expanding and contracting more in the winter, more air gets released from the pores when the tire contracts. The winter time is when you need to keep a close eye on your tire pressures.

Many people have switched over to Nitrogen filled tires not only because Nitrogen doesn't expand as much as air, but also because the Nitrogen molecules are larger than air which keeps it from seeping through the pores of the rubber.

So some people DO use winter air in the tires

:P ha ha

I prefer the warmth of the summer air. I keep mine in bottles in the basement for use whenever I need a breath of a warm summers morning.