I'm in SW Michigan (Hi Minnesotans!). Life long Michigander. Yes, the winter sucks. The last two have been particularly brutal. Last year we had record snowfalls and very low temps, this year February was the coldest on record.
However...spring, summer, and fall are glorious. Michigan has some of the most beautiful state and national forest lands you will find anywhere. Lake Michigan has the most beautiful beaches. My hometown is a fantastic place to live. So, even though I could live anywhere due to my job, I decided to stay here and battle it through every winter. Here's what I do during the worst of it.
I have found the mood has improved quite a bit by moving my office (I work from home) to my small sunroom. The entire east and southfacing walls are windows. I refuse to put blinds on them; I am right now working with a cowboy hat on to reduce the glare. Getting sun on my face, even indirectly, really helps.
I try to get out with my dog for a walk every single day. There are, of course, some days that are just too wicked awful to go out, but I've gotten out a lot more this winter than last, and I believe it's made a difference. A friend of mine says "there's no such thing as bad weather, just bad clothes."
I give myself a break. I try to be very active throughout the rest of the year (I love to hike, have a horse, go camping, my family has a place out by Lake Michigan, I also am a social person...), and these winter months are my time to be quiet, sleep a little more, catch up on reading, veg out a bit. I think it is good to give your body some time off.
This year, I gave up alcohol for 90 days starting January 1. In one sense, this is nuts, but I have felt better this winter than I can remember. Consuming a known depressant during the most depressing time of year just doesn't work for me.
Everyone is different...but those things make the winter months tolerable.