If you've had this problem before, there's a chance you've purchased lock de-icer. If you have some around (and it isn't inside your car where you can't get to it), use this first. Lock de-icer has a propellant that gets the de-icing chemical deep into your lock. It usually works well.
If you don't have lock de-icer on hand, you can try heating your key with a match or lighter. The warm key may be able to melt the ice inside the lock if it isn't too thick. Try this a couple of times. If you seem to be making progress, keep trying.
If this doesn't seem to be working, heat the key and spread hand sanitizer on the warm key. Hand sanitizer is mostly alcohol, which will help to melt the ice. Get as much hand sanitizer in the lock as possible. Heat the key, and try again.
Once you've solved the problem, go out and buy some lock de-icer. You can even buy a batter-powered heated pick that you insert in your lock to quickly unfreeze it. Then the next time you are frozen out, you will laugh as others struggle to get on the road. (Either that, or you will spend all morning helping your neighbors unfreeze their locks.)