I'd gladly take the cold over the heat. Could be because I've never had to deal with prolonged amounts of extreme cold, but I find it easier (and cheaper) to put more clothes on and run various heat sources than trying to stay cool in our summers, which is impossible. And there's only so many clothes I can take off before the cops have one of their talks with me.
We lived in Wyoming when I was 1. Wish I could remember it, but I bet I loved it.