With this cold (down to 8 last night), my front door knob is sticking. Dead bolt is opening and closing fine. I'm increasingly reluctant to go outside via the front door because I may not be able to get back in!

I did a bit of research and am confused. Do I simply need to hit it with lubricant? If so, what kind - graphite? Do I need to disassemble the doorknob or will simply shooting the lubricant in from the outside do the trick?

Use graphite. Before disassembling, squirt some in the keyway and also in the backset. Keep a paper towel or rag as the graphite will run down wherever you are placing. Avoid WD 40 as it will gum up and hold dirt.