I'm in the middle of training Ruger now. We have snow on the ground from Nov to April, and he got used to the snow pretty quick. At first he would look out the door and shake and now he goes off the beaten path and plays in it. Actually, he hasn't seen grass yet, so that will be interesting.
I just put a sweater on him at first, and I have some new coats on order as he outgrew the sweaters. Mostly, he just runs around in the snow au natural.
