I grew up in Southern California, and feel like that might be part of why the two long grey winters in sf each year affect me worse than my friends.
I found that a good antidote to the second winter was making snowboarding a more serious hobby. It had been something I'd done a few times when I was younger, but it was too far away to do regularly.
Here in the bay area though, a weekend of sun, beer, adventure, exercise, and hottubbing are only 3 hours away. And it turns the winter into something to look forward to.