Houston,
I moved here because of the climate. There are plenty of cold days/nights, but most winters, the cold days are punctuated by very mild ones. It'll dump snow on one day and melt away the next.
This week....the forcast is for snow Monday night into Tuesday...then a sunny, mild Wednesday, and then possibly more snow for Thursday and then a mild, sunny Friday.
Southern Colorado is great because of the milder weather. Some of my closest relatives still think I live in a winter wonderland. It's not like that at all, but if that's what they think.......great.......they'll stay away!!
I think the hardest thing to adjust to isn't the cold, it's the shortness of breath from the altitude and possibly the dryness. The altitude adjustment takes a couple of months. The dryness.....takes lotion and chapstick.
There's very little humidity, especially in the winter, everything you touch zaps the heck out of ya. Small price to pay.
Tery