The actual fly isn't the most important part of the equation. Where your fly is in the water column maters the most. In cold water the trout will be in the deep holes, near the bottom.
you'll want to use some split shot and weighted flys, and/or sink tips if it's a bigger river. For the smaller driftless streams a piece of split shot and a bead headed fly will usually get you deep enough. While I'm going to be on larger rivers on west coast shortly, I'll need several feet of T-10 or T-14 to get my streamers down.
I've done well with wooly buggers during the late winter and early spring on driftless streams, especially when the water is colored up some. Black, olive, brown, and white all seem to work. You can also nymph w/ an indicator using prince nymphs, pheasant tails, hairs ear, pink squirrels etc. all work well.
I've included a picture of a stone fly nymph that I tied that has done well for me in clear water where stones are present. Typically i've seen the little guys running around on the snow near the rivers edge, prior to surface activity.
If it gets warm enough in the winter, you'll some midge activity and maybe some olives near the surface. Small....