The first year I move to Michigan the local paper had a feature on how to survive (and even enjoy!) a Michigan winter. Item one was: Buy good boots. Item two was: Wear the boots. I don't remember what else the article said, but this stuck with me.
I have found this to be very good advice. I found a style of boots that were easy on and easy off, and have made a practice of wearing them whenever conditions warranted. The same wisdom applies to coats, gloves, scarves, and tires. I can't say it has made me really enjoy winter, but it has helped.