I go out in my boat all year round. Obviously the main problem in winter is the weather but another issue is the short days that limit how far you can go unless you fancy night sailing. I went to Mont St. Michel in February this year; god it was cold. Still, it was one of the best days I've had at sea. I got an article about my trip published in RIB magazine a while back and have plenty of photos if you want some.
When it's cold, fold paper: http://www.flickr.com/photos/gj0kyz