You can prevent your rod guides from collecting ice in cold weather, up to a point. The reason ice forms on your guides is because microscopic water droplets collect on the guides and the rod as your line slides in and out. Once this thin deposit forms it is easy for additional water from the line to build up in the guides. As this continues it can plug the guides and the line will not go through them. To prevent this I coat my rod and guides with a very thin coat of silicone line dressing being sure to wipe off all excess silicone. This prevents the water from adhering to the guides and rod. This helps for a long time. When the ice does form in the guides while you are fishing you can stick the upper part of the fly rod (not the reel) into the stream and swish it around to wash it off.
