No need to worry about your amp, they actually run more effectively @ lower temps. Think about how every amp has some sort of heat sink or fan. As the temp increases, the power output actually decreases. If you read ratings on most electronics, they are usually tested for functionality and maximum output at 10 degrees C (about 50 degrees F). Who keeps their home 50 degrees? Same goes for car electronics.
Your subs are where you may have a bit of concern. You should always let your voice coils warm whenever the temp is below 20 C ( about 70 F) however, this only takes 30-90 seconds depending on the sub , type of box, and air volume.
The sub surround is the biggest worry. If your subs have santoprene, rubber, or EPDM surround, they will generate a small amount of energy (warmth) themselves and become pliable in 30 second to 3-4 minutes, again depending on material, box, air, and material type.
If your subs have foam surrounds, they can retain a tiny bit of moisture. It the surround itself is below freezing and you immediately pound them, the surrounds can be damaged, it may not be immediately apparent, but over time, you can break them down and they will fail.
So in short, if you have foam surround and it is below freezing, is the only time that you need to be concerned for than longer than the first 3-4 mins. If these conditions exist, you should give the sub sufficient time to warm up before hammering down.