Mountain or Hold, to be sure of having a big enough battery reserve.
Hold early in cold weather avoids spending battery power on heating (heat comes free as a result of the engine running, like a normal gas car.) If I had Hold mode (not present on my 2012) and was driving long distances in the winter, I'd probably engage it as soon as I hit the freeway...
L isn't a bad idea, but isn't necessary (light application of the brake pedal achieves the same result) - I'm a fan of L personally, but whatever you feel is most comfortable/natural.
You always want to be sure to burn the whole battery before you get somewhere you can recharge, though - otherwise you're wasting gas.
