Believe it or not, even your fluffy domestic cat loves the warmer temperatures. Here in Connecticut, the winter seems to be dragging on forever. We are all tired of the cold temperatures and surprise snow storms. You may not be aware of it, but your cat is too!
Many people believe that, because their cat shows signs of wanting to go outside (or perhaps you don't give your cat the choice to stay in?), it must mean the animal likes or can tolerate the cold. But, the truth is, your cat, fluffy or not, would prefer to be indoors in the winter. Actually, studies have proven that cats prefer to be indoors most if not all of the time, especially if the temperature is regulated to human comfort levels (which also includes remaining cooler in summer).
When I was a kid, we heated our house with a wood stove. Our cats would sleep so close to it, their fur would be hot to the touch. The fur protected them from feeling the heat on their skin. One would think this would work the other way as well; that they would also not feel the cold. To an extent this is true. But, if the wind is blowing against their fur, they will feel the cold on their skin. They can also feel it on their paws, nose, ears and the less hairy portions on the front of their head near their ears (these are sensory regions).
The myth that cats are okay with being out in the cold stands right alongside such myths as cats need to go outside (completely untrue), and cats belong in barns eating mice (very bad).
I have had many outdoor/indoor cats when I was younger (now, all my cats live exclusively indoors, and are very happy to do so, especially the rescues that once lived outside). One outdoor cat I owned many years ago was an indoor/outdoor cat who would stay indoors exclusively in the winter (again, cats prefer the warmer temperatures, but not super hot, though they can handle the heat better than dogs). Every so often she would stand by the door for us to open. When we did, she would stick her nose out. If winter was still upon us, she ran back in the house!