Cold weather gives you a clear head. Not physically*, but emotionally and mentally. I think Garrison Keillor has talked about this a bit on Prairie Home Companion and has pontificated that it makes Northerners more clear-headed in general. All those unpractical, fool-headed dreams from summer are sensibly crushed by the coming winter.
I don’t know if this is true, (about Northerners in general), but I know I just don’t get too insensible if I just step outside and get a breath of fresh, crisp fall air. It tends to level the head.
The only time this is not true, is when you get too cold. There is a limit to this effect. This is when you get Jack-London-frozen-in-the-barren-wilderness-and-you-have-to-kill-your-dog-to-put-on-its-skin-to-save-yourself kind of cold. Where you take ridiculous measures to warm yourself.
The problem is, because of climatization (the process where, if you live somewhere for a while, you get used to the “normal” temperatures) and personal tolerance, this limit is different for everybody. Some people (let’s say native Arizonans), start freaking out around 40 degrees Fahrenheit. This is too cold for them, and they will probably kill to get back to warmth. Now for others (say, native North Dakotans, or Siberians), this temperature is around about -50 degrees Fahrenheit. The bigger problem, is when these folks are in the same car. Or in the same bed. My wife and I formerly were from different climates – not actually from different climates, so much as we always acted like we were. I’m a little more like a Norwegian and she’s a little more like an Egyptian. But, now that she’s pregnant, it’s way closer. Like Norway and Sweden or something. It’s awesome.