I use both pee pads and going outside for potty time. My yorkie doesn't do well in the cold because she's small and starts to shake. Even after a bath she shakes.. when it's hot inside because she is somehow cold. I do put a jacket on her though, and she was a baby last winter. She just turned 1 so maybe she'll do better in the cold this year lol.
It depends on what you want but I like knowing that Chloe can go pee/poop whenever she wants and not need to hold it in.
If you don't like the pads I know that there's fabric type of pads with designs on them, I believe 107barney makes them if that's something you would like better.