Leaf lettuce is great in containers. I'm sure you could also do other greens, hey probably spring peas. :-) Probably lots of other stuff too -- I'm NOT NOT NOT a veggie expert!

Hi:
Though the following link doesn't talk of veggies, it does have great info on things to keep in mind about what type of pots can survive outside during our cold and/or freezing temps....and some great "homemade" potting soil recipes specifically for container gardens.

This might help continue to steer you in the right (and successful) "winter veggie-growing" direction. Good luck :-)

(Scroll down to the bottom of this link's page....you'll see 2 winter container links and the potting soil links.)

Here is a link that might be useful: Winter Container Garden Tips & Potting soil links