I suppose you could breed wild mice, providing once you get some, they are parasite free (vet check for internal parasites, treatments for external parasites (ie fleas, ticks and mites) then hope they get tame enough not to attack every time you have to handle them. Then again most wild mice in cold climates don't breed in the winter anyway, waiting instead till spring and early summer.
However, that said, it would be cheaper to buy a couple ceramic heaters for your basement, or build a small room and insulate it well and keep your domesticated mice in there. Depending on how many mice you need to breed, it may be alot cheaper to just build and insulate a 2'x 2' 'closet' for your mice. Just big enough to have a shelf with several tubs of mice and a over head light. The insulated walls and light may be enough to keep the temperature a nice constant 70F without additional heating.