As a general rule the most expensive place to buy a battery is from a dealer. The least expensive place I have found is to go to a Interstate Battery distributor and ask for a "blem" Make it clear that you want the most powerful battery that will fit in your car, Not a equal replacement.

 

+1 for AGM. They hold a charge longer at extreme temperatures.

But obviously the least expensive solution is a battery tender. You can elegantly wire it to be easily accessible from the front grill (no lifting the hood required.)

Since last Winter I've been using a battery maintainer with the OEM CX-5 battery (although it was replaced once under warranty) in addition to a engine block installed into the drivers side freeze plug. Contrary to popular belief, you do not need to remove the manifold to install the block heater...it's easy to do during an oil change when you have the splash shields removed. They're $40. The car produces heat a little faster, too. Some people put it on a timer but they are designed to be plugged in 24/7, just like a maintainer.

Good luck!

 

There are lots of commercials recently with the AGM battery i purchased from Canadian tire. They deep freeze it, this truck has ice block for a body!:
Video at end!

 

Odyssey Gel Battery, these things have plenty of power and hold a charge well. Also taking the battery inside where it is warm works really well for starting in -0 weather. It's a little trouble, but a pretty sure bet if the battery is at room temp. that the car will start. This starting problem could be a loose connection some where, something could be shrinking because of the cold. It would be best to just get a battery though.