I miss the occasional drive down a backroad covered in a few inches of newly fallen snow with the occasional deeper drifts. And sitting alone in the woods as the snow starts to fall is so peaceful, it really helps clear your mind.
But I don't miss the cold, the shoveling, basically all the other un-fun stuff a northern winter brings with it. Although, oddly enough I always liked cutting up trees and splitting a few logs for a fire. Wouldn't do it for a living, but a couple times a year I found it enjoyable for some reason.