Well, my guy isn't "little" per say (16lbs)... but, while I obviously do believe each dog is an individual and some are not going to like the cold, or some aren't going to like the hot, I do think a lot of just has to do with exposure and how you treat them. If you act like it's freezing, and pick up your dog, etc, then they will quickly learn that they think it's cold too, lol. Since he was a pup, I always let him explore all types of weather without acting like anything was different... I will say he definitely follows my lead because I hate heat and humidity, and so does he, lol. I think it's because he sees how miserable I am in it. But we still deal, we've found other things to do in the summer, like the pool. But he honestly probably gets more outside time in the fall/winter, as he lasts much longer, and I'm not miserable either.
He would never tolerate boots on his feet, lol. But I do put him in a coat when it's under 30 degrees F. Mainly for my sake - it makes me feel better. I don't want him to over-do it, since he loves the snow so much, the coat lets him stay out longer. The only time I ever saw him shiver was when we were out in the blizzard in '09/early '10 and he was romping in deep snow for about 45 minutes-1 hour w/o a jacket, and then he went to the door and started shivering. Otherwise he LOVES the cold and snow.
Here he was a pup:
BTW, I am sooo jealous of you in Colorado! lol. I love CO. My uncle lives out there and it's sooo gorgeous! I'd love to be able to bring Jackson one time.