Throughout this winter I have made an effort to get outside for walks a few times a day. I work a regular 8-5 schedule so during the day I really don't get a lot of sunlight. A lot of people don't want to go outside. It's cold out there and it's warm indoors. I live in New Brunswick, Canada, which isn't as far north as other Canadian locales, but it still gets pretty chilly here.
During my break time I have made an effort to get outside these past few months (unless it is raining). However, I don't wear a jacket. I let my body experience the frigid winter air in just my hoodie, or sweater, or whatever I am wearing that day (some days I even face the cold in only a t-shirt). I have received some strange looks and one colleague even called me crazy, that I'll get sick doing that! But I get a lot of benefits from this.
First, I get more sunlight. There are a lot of nutrients our body needs from the sun and it can be easy to deprive ourselves of this during the winter. That's one of the reasons why depression rises during the cold season. Also, by exposing my body to the cold in small amounts, I grow more used to it and my body can battle harmful effects better. That old adage, what doesn't kill you makes you stronger, kind of works. By getting fresh air and becoming familiar to the lower temperatures, my immune system is better prepared to deal with winter colds.
And you know what? I haven't been sick this winter at all!