Eh, it has a lot of things going for it compared to the desert. If nothing else, dying from cold exposure is supposed to be more peaceful than heat stroke. But there's also water, reasonably priced land, grass, trees, water, a less hectic pace of life, water, better schools, just to name a few. Did I mention water? Sure. Winters will be unlike anything I'm used to, but I spent 2 weeks in MSP in winter and experienced a good blizzard during that trip, so I've had a taste.
I've spent my whole life on the desert. The sun does strange things to your brain when you bake it for that long, so to me this seems like a new challenge but nothing I'm afraid of. That could be beacuse I'm not right in the head though. Yeah, we'd be giving up some things we're used to here, but life's about learning new things and occasionally to grow you have to move outside your comfort zone.
It's all fun and games until you have to go out a the buttcrack of dawn because the animals water is frozen. Day after day.