I just spent my first winter in Boulder (moved from NYC) and thought the winter was incredibly mild. All my friends and family back home kept asking how I was handling the cold, but I thought it was worlds better than slushy, frigid NYC.
I'll second that. The lack of humidity really helps keep things comfortable outside when it is cold. That specific heat of water is killer in a Midwest winter.
Low humidity is also why we get the really powdery snow that is great for skiing.