I have been using a thick styrofoam cooler (not a flimsy one from Wal-Mart they sell for road trips... more like the heavy-duty ones for true camping), lined with a garbage bag - taping the extra ends of the garbage bag underneath it. Mostly the garbage bag is to keep the water cleaner and make sure the cats don't ingest any loose "balls" of foam.
I also only tend once a day, usually about 10 A.M.. If the temperature is below 30-ish, then the water is frozen the next day. But it's been liquid for 3 days straight now, at 35+ degrees. Though I still give them hot (110F) water in the morning, just because I myself would hate to drink cold water when I'm already out in the cold! (heck, I'd give them hot chocolate, if I could!)
I have decided not to use the "lid" on it anymore, as Zinny is so small she can barely reach up to poke her head through the hole in top to get at the water. So it's just the box now...but it doesn't seem like the lid made a difference with insulation.
There's also this idea. Insulated water bowl
...which apparently keeps water unfrozen for 5+ hours.
I might try this, as I have to replace the garbage bag once week because they get holes in them from having to pry them off the ground when they freeze too badly. This way, I would only have to rinse out the bowl. AND you can put a "heater" in it, too! (I also don't have electricity for my feeding station)
Eventually I'm going to get plastic storage bins to tuck the bowls into. Been asking for some on Freecycle, but I may just go buy some after all (the kitties are worth a little more debt!)