Mine does it in cold, however, I have found 10w30 helps, as does changing the oil as soon as I hit yellow, or it starts ticking again. If I do that it stays away. Also if you run semi or full synthetic that helps, especially you should be able to run 10w30, semi or full, year round dispite the climate you live in. I may try 5w20 soon, I am not sure yet. Last time I had 20, the engine revved and oiled up faster, however the engine sounded more raspy, probably due to my worn tensioner though. With full or semi, you can get away with thinner oil, regardless of the book. I recomend dropping at least one weight (10w40 to 10w30) for semi, probably 2 when going full synth.
Oh and a bit of warning, no matter how worn you think it is, do not even try 20w50... Engine runs REALLY smooth, but sluggish on revs, sucks down your mileage and unless it is hot, your lifters will hate you.
I currently run 10w30 Castrol Syntech (semi-synthetic), and change it as stated above, and always do a filter change anytime I mess with the oil. I know some people who do not change the filter everytime.
One last thing, the oil change interval light is not based strictly on mileage or how you drive from what I have seen. I am not sure exactly how it does it, but so far it has been pretty good at predicting about 1000 miles before my lifter starts ticking on startup, regardless of oil weight and mileage. I ried conventional, 5000 mile, and semi-synth, the semi-synth definately goes further before the lifter ticks, or the light comes on. And no I do not change oil every 3000 miles.
Use good oil.