Heat pumps used in a cold, damp environment will ice up on the outside coil. Ice is an insulator. So, yes, heat pumps can be useless below about 40F. Thy can be impoved by having a defrost cycle resistance heater on the outside coils.
On the other hand they heat at a rate somewhere between 12-15 times better than resistance heating. That means for every Kwh of electricity used they move 12-15 Kwh of heat into or out of the home (EER, Energy Efficiency Ratio). Resistance heating has an EER = 1.