We're in East Tennessee and this is our first year with a pool. Our local pool guy says he runs his all winter and that is our plan as well. However, with the recent temperatures being much lower than we usually get, I was following this thread closely yesterday to learn everything I could.
Wednesday we had already wrapped pipes in reflective bubble wrap, built a 'tent' over all the pool equipment with the same stuff, hung a 75 watt incandescent bulb in there, and covered the entire thing with a plastic tarp. We made the decision to just run the pump full time like we have been doing. As long as power didn't go out, we were good. Storm was suppose to start overnight. We decided that if power did go out, we would pull the drain plugs quickly and just drain everything and re-fill in a few days once the weather temps rose again.
Well, we lost power last night

. I woke up about midnight and realized it was off. Luckily outside temp was only 38F. As I gathered my jacket, wrench, etc to go out and drain everything, power came back on and stayed on luckily. I went outside, water was circulating, and all was good other than having to empty leaves and branches from the skimmer (did that 3 times over the next few hours even though we have no trees over the pool and all leaves have already fallen this year (strong wind obviously) ).
As I write this, it is 13F outside, pump still running great. Only issue was tarp moved a little and skimmer lid got uncovered and wet and froze shut. I was able to use a pocket knife and easily break the thin ice bond between the lid and housing in a matter of seconds to clean more leaves out once again.
I will continue to monitor everything and update this thread in the next few days for anyone else reading this and living in similar temps for this storm and storms to come.