Hot versus cold. We have all been asked this questions, many of us multiple times. Most people who say cold say "You can keep adding clothes. But if you're hot, there's only so much you can take off." Both of those statements are true. I guess your answer to this question may depend, in part, on how much clothing you prefer to wear.
Personally, I don't like wearing a lot of clothing. No, I'm no exhibitionist, nor am I a nudist. Clothes are great (well...some clothes are great). It's that the more I wear at once, the more often I have to wash clothes. Also, too much can feel encumbering. When I go from being outside in winter (where it is cold) to being inside, where it is warmer, I have all that clothing to take off...and what the hell I'm going to do with it.
This is part of why I prefer warmth: it's just less to deal with. Also, I like to go running and biking, which I find quite difficult when it's cold. A warm breeze trumps a cold wind any day of the week. But to be honest, my #1 reason for preferring warmth to cold: hot=more skin. Yeah, I'm that shallow. People obviously wear less when it is warm, which means a feast for the eyes, whether we're talking about people getting some exercise outside, going to the beach, or just hanging out around town. This is pretty much what I look forward to when winter starts to thaw.