Here we are in northern Connecticut (yes, it's small, but we do have it divided into zones!) at the end of February, and it's well below freezing. Remarkable. But I like it. What I dislike about winters around here is when a nice deep snowfall gets ruined by turning over to rain, or rain comes along a couple of days after. When that happens, things get all slippery and the sodden snow becomes too heavy to shift, or it then freezes into something bulletproof. No good for outdoor activities, and not very good for picturetaking either.
Nothing like a glorious clear and cold day (or night) with a fresh snowfall. I can understand how when it's grey for days or weeks on end, that can get pretty demoralizing.
I look at it this way, ultimately -- if summers where you live are worse than winters, then you need to move. Hot, humid climates don't make for good quality of life. And keep in mind the "cold climate" theory -- human progress over the milliennia has originated where it gets cold in the winters, not where it's hot.