I don't like temperatures around freezing because everything melts, then refreezes ad infinitum and is a dirty, wet, slippery mess. Below -5 deg C is pretty alright for me–wearing thermal underwear, boots, layering. I don't remember it ever being too cold to function normally where I grew up–minus 20 perhaps?
When it's really warm–above 30 for me–you can't help it but sweat, smell, wear almost no clothes, and stay indoors. I like the cold because you just have to dress better to be fine.
The humidity makes all the difference? I moved from the coast 250 km inland and it feels much more pleasant, like 5 degrees warmer.