Regarding running LEDs at very cold temperatures - there's a very easy way to do it. Very very easy in fact. All you need is a thermoelectric cooler (T.E.C.), also known as a Peltier cooler. If you've never seen one in action, you'll be amazed. I have two of them. It's basically a flat plate with wires sticking out of the edge. You apply power to the wires, and one side of it gets ice cold (I've reached -10 deg. C with mine) whilst the other end gets hot. With current technology, for every watt of electricity you put in, you get a watt of cooling.
In other words, if you put in 10W of electricity, the cold side will suck heat at a rate of 10W. The hot side will pump out heat at a rate of 10W (transferred from the cold side) + 10 W (from the electricity being pumped in) = 20W total to dissipate. So the heatsink must be good for 20W in this case.
Or to apply it to an XM-L with 5A at (only guessing here), 4V, that's 20W. So you'll need 20W to power the LED, 20W to power the Peltier cooler, and your heatsink will be connected to the hot side of the peltier and dissipating 40W. Obviously there's a limit to the temperature difference a Peltier can maintain (about 60 deg. C max, normally - and that's without the LED loading the cold side), so the cooler the heatsink stays, the cooler it can keep the LED. In other words, use as big (or effective) a heatsink as possible. Big CPU coolers like the XigmaTek Dark Knight with fan at full speed (what I use) work best.
Peltier coolers are cheap and plentiful on probably all of these online sites, but here's one that can take a 60W load and costs less than £3 : http://cgi.ebay.co.uk/12V-60W-TEC1-...al_Components_Supplies_ET&hash=item19c3456308
In other words, if you put in 10W of electricity, the cold side will suck heat at a rate of 10W. The hot side will pump out heat at a rate of 10W (transferred from the cold side) + 10 W (from the electricity being pumped in) = 20W total to dissipate. So the heatsink must be good for 20W in this case.
Or to apply it to an XM-L with 5A at (only guessing here), 4V, that's 20W. So you'll need 20W to power the LED, 20W to power the Peltier cooler, and your heatsink will be connected to the hot side of the peltier and dissipating 40W. Obviously there's a limit to the temperature difference a Peltier can maintain (about 60 deg. C max, normally - and that's without the LED loading the cold side), so the cooler the heatsink stays, the cooler it can keep the LED. In other words, use as big (or effective) a heatsink as possible. Big CPU coolers like the XigmaTek Dark Knight with fan at full speed (what I use) work best.
Peltier coolers are cheap and plentiful on probably all of these online sites, but here's one that can take a 60W load and costs less than £3 : http://cgi.ebay.co.uk/12V-60W-TEC1-...al_Components_Supplies_ET&hash=item19c3456308