I am studying Elliot Coleman's books on growing winter crops under cover in Maine, of all places.
I DID keep salad greens going until December 23rd this year, though. They were under cover at night.
My winter set-up, pre-planting. I started the greens ahead of time, so they were from plugs, not seed. I planted the plugs in late October. Cut out the front/top 'panel' of the bags of soil and plant away. Each section cost about $10 for the bag of dirt and the storage container with lid, all from Walmart, purchased in the fall. Punch holes in the back side of the bag of soil for drainage and the 'lid' acts as a tray to catch drips:
