I love the winter. I'd have it all year round if it were up to me. Constant snow means great downhill, cross country and backcountry skiing, great snowshoeing, great snowmobiling, great winter camping, ice fishing etc... Shoveling snow, running a snowblower and exercising in the cold is great exercise. When its cold, you enjoy things like hot saunas, steam rooms, sitting next to a heating stove with hot chocolate and brandy and sleeping with mounds of comforters piled on top of you. Something about the cold frigid weather that makes you feel alive and combating the elements.
Oh and this:
I knew what I was getting into when I moved to New England, not as bad a Minneapolis but I'd argue the mountains are a hell of alot better for skiing in New England then Minnesota!