Warning: this page contains a fair amount of bike shedding!
There are various ways to store a bicycle. Some options include:If you have the chance to own a garage, I find this option to be the ideal storage location. However, this is not often the case for urban city dwellers.
A bicycle should ideally be stored in a dry and safe place, but this is not always possible. Keeping a marriage alive involves compromises and not leaving a bike full of dirt and snow in the living room might be one of them!
Regarding safety, in my opinion a bike frame should be locked to something solid no matter which storage option is used (except maybe inside the house). I might be slightly paranoid but breaking into a garage or a shed is not something that is very hard for an experience theft. Regarding garages specifically, be also careful about alternate entrances such as a backdoor or window. I have heard sad stories about stolen bikes where the theft used back entrances that the owners did not think about securizing.
Another important safety aspect is visibility. If no one knows about a bicycle being stored somewhere, it runs much less chances of being stolen. This is why I would not recommend storing the bicycle in a yard, balcony or anywhere outside. Storing it permanently on public furniture is not something I would ever try (legal questions aside) as too exposed. However, sometimes it is necessary to lock a bike temporarily on public furniture. In this situation, one should be careful about not impeding the movement of pedestrians and handicaped people or strollers (access ramps are a common locking location).
Also, during winter, one has to be careful about sidewalk plowing equipment. In Montreal we have those catepillar vehicles that push the snow onto the street - the drivers of these things are not always mindful about bicycles and can damage them. I have even heard of competitions amongst those drivers as to who would break the most bikes!
To lock a bicycle, I prefer chains made of thick links to U-locks for their flexibility. Don't buy the tiny wire locks as these are worthless and easily cut by a thief. At the end of the day, any locking system can be broken, but the goal is to at least ensure that the thief requires special equipment and needs a significant amount of time to perform the theft, in which case he might give up.
In a garage or shed that has a concrete floor, it is possible to install an anchor in the ground into which the bicycle may be locked. Some well-known locking solutions companies such as Abus and Kryptonite make them. These are not necessarily cheap but they represent a good investment in my opinion. I would say that investing up to 25% of the bicycle value into locking systems is worth it, so say 500$ for a 2000$ bike.
When considering locking equipment, think about not just the value of the bicycle itself but the time investment placed into customizing it and even its "emotional" value to you, and the lost capability to commute when the bike is stolen. You should easily agree with me that investing a sizeable fraction of the bike value in its safety is not excessive at all when taking those factors into consideration. In any case, if your bike is ever stolen, you will most likely come to the conclusion that you should buy the necessary locking gear for your next one. At the end of the day you'll have to make that expense anyway, with the diffence being that now you'll have a stolen bike on top of this to account for.
I do not personally care for the storage location to be heated or not. In my experience, leaving a well winterized bicycle in an unheated spot is just fine. I use a bike shed which keeps snow and rain away from the bike and prevents rust. In fact based on my experience with cars I believe that an unheated space is even better than a heated one.
One thing that really accelerates rust formation is a series of freeze-thaw cycles. There is nothing wrong about storing the bike permanently under 0 ℃, as long as the storage location is dry. The thought that the location should be heated up might come from the pervasive car culture in North America. Unlike a car, there are no battery or other electric equipment that risk not starting up on a standard bike.
One situation where I find taking the bike to a heated place helps is during extreme cold waves (-20 ℃ or less). On my bike, I noticed that the brake cables or callipers of my mechanical disc brakes become stiff in those conditions (not yet 100% sure about which component is the culprit here).
In extremely cold conditions, once the bike levers are pulled, the brakes might not release again. As you may guess, riding against the bike's brakes is extremely draining! I find that when that happens, heating the bike after the morning commute might help, but even then the effect risks being temporary.
At a minimum, it allows unblocking the brakes and saving the return commute. If only one out of the two brakes is problematic, one may then avoid using that one on the way back. I find that in winter the bike's natural deceleration is more important than in summer due to factors such as snow, lower tire pressure and higher friction of different parts such as the freewheel. It is possible to ride quite a distance without actually having to hit the brakes all that much.
See full section about water in cables here.
Storing the bike in a heated place vertically can sometimes provide a temporary fix for stuck cables by allowing water to drip out of the cables, but the problem might come again unless this is how the bike is permanently stored (and even then, you might get issues if water enters during rides or when parking outside, so a proper long-term fix is preferable).