As others have said, you can layer up indefinitely but can't do the reverse. Also, Minneapolis and St Paul both have pretty cool sky bridges that connect most of the downtown buildings together. You can stay in heated areas pretty easily if you want to.

I served in Minneapolis. The worst I ever had it was tracting -10/15 with a -50/60 windchill. But I was layered up. Had my thermal Gs, then my suit, then snow pants, a jacket and gloves and boots rated for arctic exploration, a comfy hat, goggles, and a face mask (balaclava type thing but for my lower face only). We didn't present a pretty picture when we knocked, but by heaven I was as warm as if I'd been inside the house.

By contrast, earlier threads have noted how miserable tracting in Phoenix in the summer is. In fact, because of Minnesota's high humidity and mid 90s summers, I hated summer far more than winter there.

Lastly, spring and fall (about three weeks each, before the mosquitoes or the extreme temps) are like the Garden of Eden. Beautiful weather, beautiful foliage and scenery. Minnesota over Phoenix any day.