I did 4 days from Oxford to Land's End a few years back. We lucked out, was the most gloriously crisp, blue-sky'd, bright sun, frosty vision of wonderfulness. 10/10 would do again. But probably only under these conditions...
Cycled around the Japanese alpes for 10 days last year, very cold but no clouds. Sleeping bag was also not up to the -12deg! I feel cold is OK, wet on the other hand...
Fun is a function of weather in winter, as many other said. But it's also generally quieter. I guess camping in winter is the harder part of it imho.
Both for the temperatures and wetness, but also because of the additional gear to carry.
Anyone doing any winter touring?