Smee,
But, it's a dry cold (much like dry heat).
Usually. The last couple of years - its been a little NOT on the dry side.
Normally, though - the cold really doesn't feel so cold - which can actually be a problem. The very first year I lived in this part of the country, I went outside to burn the trash - we had lots of snow cover. One of the neighbors came over and started yelling at me. It wasn't very cold out, so all I had on was a pair of jeans and a short sleeved sweatshirt. He asked me if I was insane being outside dressed like that. I was going to freeze to death. I said it wasn't that cold - he said, no? Its 17 below. I walked around the side of the building and by golly, it WAS 17 below. Sure didn't feel like it.
But then, I also learned the sad fact that making a snowman or a snow fort is fruitless. (unless you turn the snow into ice blocks by adding water). The snow won't pack for love or money. Which also makes it "travel". At 7 am, it was up against the house, by noon, it was all piled against the garage, and by late afternoon, it was piled up against the bar. It blows around like sand.
A couple of years ago, the rancher we work for went to Texas to visit his daughter for Christmas - for 2 weeks. Of course, the cattle decided that the snow storm we got the first day was the alarm to start dropping calves into the 6 foot drifts, so, we spent lots of time outside. It never got above 31 below. But, with clear skies, and proper clothing - I never felt cold. (the nights was a whole other story - calving is a 24 hour job).
Heck, I even went elk hunting in sneakers - not on purpose - but, someone took my boots out of the camper, and I didn't realize it until we were up in the Tetons. (and I wasn't going back, and I sure wasn't going to miss the hunt). So, I went hunting with my sneakers. Snow hitting me in the butt at times, but, when we got back - my sneakers were not only not soaked, they weren't wet at all, and neither were my socks. Just banged all the snow off of them, and I was good to go. (though I don't recommend it).
Beth