I have never had a cast, but I would think a skirt would be easier than pants. Will your entire foot be covered in the cast as well? Would you only be wearing a shoe on one foot? Since you probably won't be putting any weight on one of your feet, I would practice with various heel heights--if it doesn't bother you to wear a heel on your weight-bearing foot, then go for it.
My only concern is what you do to cover your leg, since you say it will be cold. I think if it were me, I might wear a knee-high boot on the non-cast leg. But I'm not sure if that would look odd or not--you might have to experiment. The one thing I will recommend you don't do is pull a Sonia Sotomayor. She was in a cast during her confirmation hearings and wore black hose on her non-cast leg--I thought it looked very awkward, but more because you could see the skin on her non-hose leg. If her skirt was a little longer and didn't show the bare skin, I don't think I would mind hose or tights on the non-cast leg.
Here is a photo:
http://www.msnbc.msn.com/id/31186827/