Many people in this country stop exercising during the winter and they shouldn't. The biggest excuse they use is the weather... "I hate the gym and only like to workout when it is nice out"... or something like that.
The best way to be comfortable outside in the winter, whether you exercise or not, is layering! Wearing different layers, each with a different purpose, can keep you warm and allow you to get outside. This layering system can also be used when you go hiking, camping, skiing, or even if you are just a spectator at an outdoor event and you want to be warm!
Here is a webpage that describes the layering system: