I don't have a cold room. I'd love to have one. Some place to store all the things I want to plant. Carrots, potatoes, canned tomatoes, jams and jellies, pumpkins....
But I don't. So I just planted carrots. I bought 'Ideal' carrot seeds from Halifax Seed. They are a short carrot, which is great for my crappy, rocky soil. (Rondo is also a good choice for this)
I pulled a few back before Christmas to go with dinner, but we ended up eating at my grandparents' instead. I still have a few in the fridge. Just as good as the day they were picked. The rest were still in the garden until this morning (Feb 4)
I brought them in the house, cut the greens off (and set them aside for the rabbits), and rinsed them off. They are now drying, waiting to be put in a bag with holes in it.
After the first frost, carrots stop growing. You can just leave them in the ground after that, then pull them when you want them. You can add a bit of mulch for added insulation, if you like.