I've ridden all winter, with the exception of the days where there was snow/ice on my favorite trail. In my experience, you get used to the cold. The secret is layering and using toe/hand warmers (thanks Denise G. for that tip!!). My first really cold (below 35 degrees) rides were the worst, but after awhile, I found myself really enjoying winter riding. Few folks out on the trial so I could really hammer!!!
The wind is something else altogether. Riding in wind will make you stronger but unless it's a tail wind, I hate it. Not fighting it is the way to deal with it---I used to try to plow through it, but now I just gear down and ride at an easy pace. Then, when it's at my back, all bets are off!! :-)
This time of year is tough. Let's see, on Friday it was 75 and sunny when I rode after work. I could wear shorts and a sleeveless jersey. This morning, it's 35 degrees, so I'll be wearing leg warmers, my bolero, a jacket, lobster gloves, wool socks, toe warmers, shoe covers, etc.