We live in Vermont (-35 F for a couple of weeks at a time) and our waterline runs under the driveway, about 4' down, to 6" below the surface as it pops out on the other side. What makes this work is a cistern in the basement which allows for a continuous drip year 'round. Any overflow is routed through our long suffering leach field, but if we balance the drip carefully we usually can maintain a level just below the overflow pipe. In other words, what is coming in is equal to what we use on a daily basis. The cache doesn't have to be all that large, I've seen some very small basins, just large enough to allow the water to keep moving.
We're on a springhouse... I don't know how this would impact a well... but we've never lost water due to a frozen water line. And you've just got to think the frost sinks well below 6" up here in northern New England.