One benefit of this cold (and actually the cause of it) is the amazingly clear sky. It's been clear enough that I've even watched hints of the aurora whisper to the north. I have only seen one truly spectacular display since I've moved up here, but even the thin, gauze-like waves can be quite hypnotic.
Still, even though we still have snow on the ground, it's all from a while back. I would like to see more snow. For me, it makes the cold worth it.