I did not have it growing up in Utah. The skies are blue all winter, unless there is a storm, then it dumps and goes away to blue skies again. Cold blue skies.
My first winter in upstate NY. oooh boy. I had a friend who counted 87 consecutive days of cloud cover (although now that I look at that, I am not sure how she could have done that. Maybe it was 87 consecutive days we were on campus, and she picked up the count again when we got back from Christmas? I think she lived within 3 hours, so maybe she counted that. Either way, it was a lot!)
That first winter in NY about killed me. I was so far from home, so gray, so overwhelmed with college. But that spring was the prettiest and the best I can remember. The next winter I do not remember having problems, so I guess I adjusted. All told, I spent 6 winters in that area. Now, I love a rainy day (like today) and bask in the clouds and the dimness. But I live in Utah again, so I know the "sun'll come out, tomorrow."
the main room in my house has windows almost the entire east and south walls. And almost every room has huge windows. I don't change lightbulbs except in October-January. I just let the dead bulbs sit there all summer since we don't use lights in the spring/summer.