I always have. Everyone always says that as a Californian you learn to dress in layers. Having lived and visited elsewhere, I always wonder why they claim that be a uniquely Californian thing.
I will always avoid moving to New York–you cannot avoid the subway and it is so ridiculously hot in winter–practically the inverse of the outside temperature. My clothes and coat become sweaty and uncomfortable, and the moisture freezes again when you leave the subway.
Honestly, I don’t know how anyone lives there. But I do miss my friends that do.