I've fly fished in March quite a few times, but never in January or February. It's really dependent on the conditions at the time (ice shelves along river bank, etc.) along with temperature of course. If it's too close to freezing, the guides on your rod will start to freeze up, which can be frustrating, if not make fishing darn close to impossible. I switch to ice fishing during the winter to keep me off my shrink's couch because you can go out without having to worry about the conditions too much. I won't deny that I'm daydreaming about fly fishing these days though.
If it's warm enough and conditions safe, fishing can be surprisingly good. I caught my second largest rainbow in the Bow right around the middle of March. I have both neoprene and breathable waders, I'm more comfortable with the neoprenes when it's really chilly out.
Be really cautious if you go out - watch for floating ice, etc. as they can sneak up behind you without you realizing it.
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