Basically, much of the midwest has shorter winters but some parts of it have equally harsh or even harsher (the Dakotas, for example) weather. Northern Michigan is quite a bit like Finland, for example, while the lower portion of Michigan is nothing at all like Finland.

Totally depends on where you go, even within the midwest.

Granted, in an average week Chicago won't be quite that cold, but in general its winter weather is pretty harsh. People bike to work all winter in Copenhagen, which would be unthinkable in Chicago weather (even if the city had better bike infrastructure). I actually like it being moderately cold and snowy, but -5 C is about my limit.

http://weatherspark.com/averages/31697/St-Louis-Missouri-Uni...

Humidity was always the killer for me. I remember flying from San Diego to St. Louis. It was 75 degrees and dry in San Diego, and 102 degrees with 94% humidity in St. Louis. I wanted to die, heh

That said, I always liked the variety.

It means that I have pretty strong, nostalgic feelings associated with the seasons changing.