What's your approach to dealing with the cold of winter?

Canadian here. -30C happens half a dozen times a year at least. I wait for the bus at 6am in that temperature.

Wear a good coat, hat, boots, and gloves. If your core is cold (you're shivering) then your coat isn't good enough. You need a proper down-filled parka. It's life-changing, you suddenly won't be afraid of cold weather anymore. It's awesome.

When you're properly bundled up you won't be shivering and your head, feet, and hands will be warm. After that you just have to live with the air hurting your face. You just gotta tough that out. Maybe pass the time by asking yourself what kind of maniac lives in a place where the air hurts your face?

Cold doesn't bother me really. I'll be outside shoveling in a light unzipped hoodie and tshirt in -20C weather. Snow hitting my face because I'm shoveling into the wind; diving head first into the freshly fallen snow. Building snowmen on random public stairs and then seeing them smooshed later on. Good times.

I don't know why it's not socially acceptable for men to wear tights. Tights are an absolute lifesaver when the temperatures go below zero.

I hate cold too. If you can't migrate to a warmer place during nasty winter, try becoming a human sock.

I much prefer the cold over the hot. It might be because I'm from Sweden, but I live in a southern coastal city so we usually have temperatures of -5 to 5 degrees all winter.

I like cold better then heat.

I live I Houston...it gets cold a few nights a year, and hits freezing for a night or two about every other year. It's chilly today (~55F), but a couple of days ago, it was pretty and 76 degrees. :)

It's simple: Don't ever go outside 'till it's summer again :D
Edit: Except when you need a smoke :(

Chopping wood, chopping wood, and... chopping wood. The rate at which woodstoves consume firefood is pretty impressive, but at least it's much cheaper than oil and it keeps the house heated all winter long.

Do exercise/physical activity to stay warm, wear extra clothes, and stay inside.

I hate the cold, I'm "miserable" and "freezing" sitting here in an office, meanwhile my coworkers are complaining about how "hot" it is in here. I'm sitting on my hands to try to regain my ability to feel. Legs from the thighs down are a lost cause; I'm just numb down there and endlessly cold. My mom has Raynaud's disease and I wonder if I might, too.

I have a ridiculously heavy coat with lots of layers, wear 2 or 3 layers of shirts/sweatshirt underneath that, and I got some nice wool-lined boots from Canada that do a damn good job of keeping my feet warm(er) and dry but I'm still an unhappy whiner in general when the temperature drops below 60F. :P

My old coworker who did some years in the Soviet army said his advice for dealing with the cold was simply "never stop moving".