I don't really understand why Europeans think they have harsh weather. Despite their relatively northern position, water currents and conditions actually produce a calming effect for the majority of Europe (excluding Russia and some of the westerly former soviet satellites). Recently someone asked the same question for a city in Sweden, but I noted that even Chicago has a slightly lower average winter temperature and a much higher average summer temperature. Whatever you do, don't underestimate Minnesota! (I say from experience :().

P.S. Yeah, I know you Canadians have it rough, I feel for you.