The one considered the very best of the purebreeds would be the Rhode Island Red or Barred Plymouth Rock is right up there, too. If you dont care that it's a hybrid, a black sexlink or red or gold sexlink would be your pick.
EDITED TO ADD: those are all considered cold hardy birds, the purebreds a bit more than the sexlinks, which tend to be smaller in body, generally.
Rhode Island Reds are GREAT and there is a Rose Combed variety that is just stunning. I would also consider the Wyandotte. They are nice and do very well in the winter.
My favorite bird for cold weather is cochins but they don't lay as well as the RIR or any of the others. Our welsummer is a good layer and lays REALLY brown eggs, i got them at a year and 1/2 and my friend said they were running around in the snow and did great. She is laying me 5 eggs a week right now on average.