I'm not sure I'll ever come to believe that riding in the cold is actually fun, but it beats not riding at all
And there's no question it beats the trainer. The biggest hassle for me is when there's a wide variation of temperatures during the day. Yesterday started at about 25 degrees, and got up to about 50 by the end of the day. That means I typically need to bring face/head gear and gloves for two completely different conditions.
Also I hate that the shorter days and cold mornings limits the distance I can go. It's usually too cold to start before 9:00am, and the afternoon sun angle glare and shadows make riding much past 3:00pm pretty sketchy.
But other than that, yeah, lots of fun