I believe "winter" is a very individual category - more so than "summer", for example, much more dependent on the individual's way of life and attitudes.
With that in mind, I would say that the perfume to wear depends on the day, on the "colours" of a particular winter, and of course on the personality of the woman wearing the scent.
Personally I, too, prefer contrasting my scent to the colours and smells of winter rather than "complementing" them. Which is why I choose scents that I wouldn't normally use in warmer days or climates: unabashedly flowery florals, but with a certain "zing" (God save us from sticky, soapy dry-downs in winter!
One of my favourite memories is the winter of 1985/86: white, pleasantly cold & crisp, with a wonderful whiff of YSL' "Paris" dancing all the way through it.
And, of course, there's always Balmain's "Ivoire", one of the great - and grossly underrated - scents of the late 20th century. A discreet but effective chamaeleon, if there ever was one. Wonderful in summer - positively MAGICAL in winter.