Here in Winter, WI (up north), we have some of the coldest, snowiest weather. We also have lots of great snowmobiling, ice fishing, skiing, and of course snuggling up by the fire on a chiily night.
On the other hand, we don't have to sweat much in the summer, when this area becomes a haven for snowbirds who winter in Florida or Arizona. I'm originally from Illinois, and I adjusted to the cooler climate easily. I prefer the cooler summers more than I dislike the longer winters:)