When it is very cold outside, the transition from being inside to going outside is easier if your body is already warmed up. Therefore, doing a full warm-up routine inside before heading out the door can make Winter running less painful. Of course, you need appropriate Winter running clothing as well. My indoor warmup consists of 5 minutes of walking around the house, including up and down the stairs, followed by a series of five dynamic warm-up exercises (Google dynamic warmup).
This is a good idea for the following reasons: It's beautiful out there with trees and plants and the like, fresh air is good for you and can help you clear your head if you're stressed, the sun = vitamin D, and, of course, going outside means you're moving, which is good for you!
Where I live there are plenty of ways to get lots of exercise durring the winter. We cut, split & stack wood. We shovel snow. And then we go sledding, snowshoeing, and have snowball fights. A little work and a lot of fun keep me on track & burning calories durring the winter.
It can be tough to get up early each morning to exercise. I whether or not my main routine is indoors, I found that if I get outside to do a quick jog or go for a walk, I am much more motivated and energized!
I try to exercise outside in an enjoyable place as much as possible. It is really convenient to have an elliptical at home, but that doesn't "feed" my soul the same way as taking a quick-paced walk in the woods or doing some yoga in my yard. Good for mind and body! :-)