Well here in the frigid cold of Dallas, Texas
I would take Annie to one of the pet friendly stores to walk around. But then Annie was a princess and didn't like the cold at all.
Now Boo and Gracie don't seem bothered by it much and love to still be outside. I don't think Yogi has made up his mind yet. I have sweaters for them all and we will walk them for as long as they continue to enjoy it. But if the time comes when they decide it's too cold, I will do like I did with Annie and go to pet friendly stores and walk around. It's as much for the exercise as the stimulation that they get for being out of the house.