If the car has been soaking in the cold for hours, I get the "light out" warning on the dash come on, either immediately on starting or shortly thereafter. Usually appears at -10C (that's 10F for the non-metric types) or lower.
Seems to be related to the cold soak because if the car has been warmed up, the light may spontaneously go out or it will on the next restart (problematic but happens more often than not).
What are the likely candidates? I got my wife to check the lights on one of our last rides together and all lights appear to be working.