For the coldest days, I usually choose a leather or a gourmand.
But at this time of year, I also start getting very eager to get back into my florals. So days when it's warming up, when there's some melt going on, I'll look to chill, greenish florals. Two of my favorites in this category are Jo Malone Wild Muguet and Penhaligon's Bluebell. I'll also recommend Miss Dior, for green and flowers over leather.
Unfortunately, it hasn't even hit 20 for the past few days, so I'll be waiting on those florals a bit longer.