Sydney's Winter's aren't anywhere near as extreme as European Winter's, so I can't whinge about it being freezing, but still don't like it.
Depends on where in Europe you are. My country, for instance, has a sea climate, which means that usually we have very dark and wet (not snow, RAIN
) winters. Not very pleasant, imho.
There's a good reason why so many folks go skiing in the Alps - gorgeous weather, the sight of all that beautiful white snow and a blue sky above with a gorgeous sun is just what you need to get yourself refuelled with energy.