We have a frost-free waterer in the cow barn that has a piece of 12 in plastic culvert that goes down below the frost line.
The theory is that it will bring warm air up from below the frost line and keep things from freezing. It works pretty well, last year when we had a stretch of 0 degree days, we started to get a skim of ice on top but not a big deal. We ended up putting a 150 watt submersible heater in the top by the water valves just as a precaution, but I'm not sure that it was needed.
Aaron Z