I think winter is pretty cool. (no pun intended)
Chucking snowballs at each other is a blast (until you get nailed in the face or balls), and if you've just had heavy snowfall + an ice storm, you get a thick layer of snow covered in ice. :D
Also, skating around on a frozen lake is hella fun. Cold, but fun. Unless the ice cracks beneath you.
One thing i really dislike about winters, however, is the dark mornings. It's basically impossible to get out of bed at 7:30 AM when it's dark like that.