Mostly it's blowing snow and slipping on ice while freezing your ass off. Also, snow angels, for some reason. In the proud tradition of trying to fry an egg on the sidewalk to prove it's hot, reporters love (or are coerced into) making snow angels for some indiscernible reason.
However, there's occasionally a brilliant "man on the street" interview to be found. For instance, one man tells a reporter that winter is "the Justin Bieber of seasons. It was cute and exciting when it first started out and now it's a bit obnoxious and should probably just stay in Canada." Sir, run for public office. You have a way with words.