There is a couple tried and true methods used of varying difficult from living in AK and ND.
1) Install a storm door. This will provide other additional benefits as well. Should have no frozen up key lock issues after that. $80 to hundreds of dollars, much easy to install yourself than a framed door.
2) Go to a keyless lock. $60 to hundreds. Just keep in mind they use batteries.
3) Use a rubber fruit preservation cover for the door knob to cover the lock. They sell them at the grocery store and online but you need one door knob size but that will also slip on and not come off and last. $5-15, May not work for all doors / knobs. Some lock smith shops also sell one designed for locks. If you are handy you could also make your own using the tool coating rubber they sell at hardware stores (but don't build it on the knob!!!!!).
4) Modify a winter outdoors spicket / water faucet cover to place over door knob.. This does though usually involve adding a sticky hook to the door so the covers nylon or rubber cord can attach to something. I recommend the plastic coated ones, not just the foam ones. $3-$6
5) 1/4,qt Ziplock Freezer Bag and a thick rubber or nylon cord that locks like the baby cabinet lock ones. You will have to replace the bag regularly.
6) For a frozen lock I use mini zippo lighter fluid containers as the tip works well for inserting into lock and it's nearly instant. Otherwise I use the containers refilled with isopropyl alcohol, but it's not quite as fast. (See note below)
Other Notes: WD-40 , as recommended by others isn't a as reliable I personally find for frozen situations. Those lock deicers are just isopropyl alcohol ( $1 for 12oz vs $3 for 1 oz ) in a nice dispenser. I would not heat a key up, you weaken it and if it has a chip you could damage or destroy it. Duct tape or other gummed adhesive may clog the lock creating bigger issues, it tends to also be brittle at colder temperatures and not stay on.
Important : lighter fluid, alcohol, and WD-40 are flammable and can damage paint as well as de-lubricate locks (WD-40 is a solvent not a lubricant), resulting in other issues with the lock and / or other property or personal damage.