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Beijing is such a hellhole, that wind is awful and sometimes they get sandstorms... Beijing people always tell me that it's better than Shanghai because it doesn't rain, but the downside of that is that when it does rain, it REALLY rains and the roads flood and cars get washed away (in downtown Beijing!). When it's not raining or windy, it's polluted and the whole city is designed to be really pedestrian un-friendly. Next time, come to sunny ol' Shanghai!
Ooof that's not cool (in fact, it's pretty damn cold), Beijing heating is normally excellent - when I've been there in winter I've had to open the window open to stop from overheating.