My wife yells at me because I'm in the habit of doing my 20 minute run to the chicken/rabbit/duck yard in the morning in +20F weather wearing my lounge pants, slippers and a T-shirt.
After two winters in New Hampshire, 4 winters in Omaha, and 4 winters in Anchorage, and 19 years up here, NW Montana don't show me much.
When it gets down to -20F, I'll put on my down Cabela's parka, my Sorrel 80-Below muck-lucks, my 1" thick balaclava and be over-heated in about 30 minutes of moderate exercise (like plowing snow, or hauling firewood). I'm either thoroughly acclimatized, or just weird....