When I was in my 20's (and earlier), I wouldn't think twice about camping in the winter. If you're prepared for it, it can be a lot of fun. My favorite was getting camp set up just before a good snow was predicted. Nothing like waking up in the morning to the woods covered in a fresh fall of snow. Very peaceful.
Hiking...Camping...and pretty anything in the home / personal defense line as well!
Camping in inclement weather is all about the preparation(s)...and a good campsite where there's natural cover from rain and a place to reflect the heat from a fire!