For me, it means getting out my heavy winter clothes (my favorite clothes :3), which usually go along with the festive occasions around that time of year - i.e. my eccentricites really come out this time of year because I can double up as much as I want with all my lovely velvet and frills-ness (yeah, the Third Doctor tis me XD).
Winter also means the availability of extraordinary amounts of holiday chocolates and treats at the stores, most of which I can't get in the summer months so stocking up at this time IS essential.
This season is also about seeing people you don't normally see at other times of the year, some good some not good.
I don't have seasonal depression at all, so winter is just another season of life for me. Though one I might not enjoy as much as I do the summer months, winter is a part of the year that you just can't control so I just live with it, and let me tell you, where I live, we have teh BEST winter of all the states!