I find the November-December period in the small town where I currently reside to be the most difficult one to handle. Nature is in the "in-between" stage--neither autumn, nor winter, in terms of fluctuating weather and aesthetics. Worse yet, sunsets before 5 pm in these shortest days of the year leave the streets dark (starless, moonless due to frequent cloud cover) with the exception of the small entertainment district in the downtown area.
There is a primordial urge to set bonfires in the snow.
I have spent most of my life in heavily urbanized spaces. Despite my own Kracauerite criticisms thereof, not to mention environmental ones, I still find myself missing the 24-hour electric lighting and the siren song of The City tricking you into forgetting that you live in an almost permanent Night (sometimes seasonally, and in terms of the metaphysics of Postmodernity--always).
That said, certain late-autumn sunsets can be startling, especially if you happen to meet them in a new place you discovered by chance simply by walking your dog in a different direction. Perhaps, it's the anticipation of total darkness that makes them so.