Commuting in the winter (and generally, making an effort to be outdoors more) helps me avoid the seasonal affective disorder and cabin fever that others complain about. I like to exercise, but I hate gyms; I also dislike driving in the snow, scraping snow, and dealing with starting a car in cold temperatures. Learning to adapt to interesting weather conditions is fun, and I find a sense of accomplishment when I come up with a new solution that works.
I also enjoy walking into the office looking like I just returned from a trip to space.