The dog pictured above is my "Little Lady" Lexi. I adopted her way back in January of 2014, and she's an awesome dog.
As you can see, Lexi is a 55-lb sheltie (or rough collie) mix with a thick double coat of fur that keeps the lint roller industry in business. She and her ancestors were basically bred to not only tolerate, but also enjoy, cold and freezing weather.
Here's a pic of her trying to herd her adopted-brother Simon – a border collie (or aussie) mix – during a recent snowstorm: