I beleive Roadster doesn't lose much of range in cold weather (above freezing) - but S being a much larger car would be a different beast. I think we can expect 20% or more loss of range in cold weather.
Although I don't drive my Roadster in the snow, I do have some experience with cold weather driving. I'd estimate a 10% loss in range in typical cold weather highway driving.
You may get a little more range loss at the start of the trip, if the pack is well below freezing. I once drove my Roadster after cold-soaking the pack in -26C weather. It took about 15 minutes for the pack to warm up, and during that time it was drawing more power than normal. That is to be expected with cold batteries; fortunately the "wasted" energy goes into heating the pack up. I estimated an extra 10 ideal km lost during that warm-up period. This can be avoided by plugging in the car, as it will maintain the battery just above freezing.
The Roadster's cabin heater, when running full blast, could consume 5% to 10% of your range. It depends on how fast you are going; for the same range you spend less time driving if you're going faster. On the other hand, when driving slower your range is much higher, so you can still gain range driving slower even though the heater is running longer. Fears about running out of power when stuck in traffic jams are unfounded.
At colder temperatures the air is thicker; I'm told that can result in about 5% less range at highway speeds. I don't have clear data to confirm or refute that, but it sounds reasonable. Driving through snow can also increase rolling resistance.
There are some reasons to think the Model S could be worse; e.g. the cabin is much larger and will require more heat. But I believe it uses a heat pump, not just simple resistive heaters, so it may also be more efficient. So I'm thinking (hoping) that it won't be as bad as 20%. We'll find out next winter...