Actually, if you get the right gear and dress for the weather, it's not bad. I bought a pair of winter golf gloves and dress in three layers (t-shirt, tutleneck and God's greatest invention - gortex).

Under the pants, some silk long underwear. Double advantage there with keeping your legs warm and the bonus of the silk making you feel pretty!

A nice hat to pull over your ears and it's off the first tee.

Surprising how well an 80 compression (MC Lady) ball will carry when it's cold out.