I'd like Kalpol Introl by Autechre, from their Incunabula album. I tend to play it when the first signs of frost appear. Either that or the Imposter's Mix of Tricky's Christiansands, which usually what goes on after it.
Or, to get away from the bleak coldness of winter, how about Merry Christmas by Wesley Willis,
as demonstrated here. How could one's cockles not be melted?
*Awaits post from Trig saying it's stupid and gay and the only people allowed to write songs about Christmas are East 17, because they did it in the '90s*