Ah, so you like colder weather Ser? Well, then I invite you to visit the realms to the North of your country anytime between December and March...and dress warmly. The crew of HBO is welcome there also, should they be seeking additional locations to film. Down / goose is an amazing creation, and Eddie Bauer excels in keeping warm while outdoors.
The Rockies, mountains of British Columbia and Northwest Territoties are worthy of note. However when you venture North next, be sure to stop at the Nation's Capital of Ottawa, Ontario to make an appearance and indulge in some culture, food and drink, and friends. Our Winterlude occurs early Feb, and in October we feature and celebrate local craft beers.

Consider it 'research' - venturing North on this land mass, to gain inspiration for some Northern climates of YOUR land mass of Westeros ;)