Escape summer heat and head to the best cold weather cities

at the Cafe Comercial (cafecomercial.es), which has been serving steaming cups of gloopy chocolate to poets, writers and Madrilenos in general for more than a century. Go mid morning and order some churros to dunk in it.

Wrap up and walk

through the Retiro Park, then join the crowds watching the performers by the lake. If it gets a bit nippy, there might well be an exhibition on at the Palacio de Velazquez or the Palacio de Cristal where you can thaw out.

Enjoy a cosy evening

at TriCiclo (eltriciclo.es), a modern version of a traditional tavern, where everything comes in three sizes. The menu changes frequently.

Annie Bennett

NEW YORK

I love New York year round, but winter is special. Sure it gets cold, bitingly so, but the sun shines and the sky is a brilliant clear blue. As Christmas approaches there's a sense of possibility in the air. The fashions come out, faces are flushed, and the department store windows on Fifth Avenue, decorated with nativity and fairy-tale scenes, shine ever brighter. For such a hard-bitten city, winter brings us closer together. People get warm over hot apple cider and Tom & Jerry cocktails in classic hotel bars and taverns, and drunken office parties spill out onto the streets under Midtown skyscrapers. Listen carefully and you can hear the tinkle of a jazz piano down a dark street. Then there's the snow. Usually it only hits in the New Year, but then it buckets down, no half measures, blanketing the city in serene white. The streets are silent now, suspended in time. And slowly, as the sun comes out again, we emerge from our cocoons. Time to grab sleds and skates and join your neighbours in the park. And so the cycle goes.

Don't miss

the Holiday Walk, the stretch of Fifth Avenue from 39th to 59th Street, where the windows of classic department stores Saks, Bergdorf Goodman, Henri Bendel and others are lit up and decorated with spectacular mobiles of the nativity or snowbound domestic scenes. You don't have to stick to Fifth Ave. This season film-maker Baz Luhrmann is "directing" the windows at Barneys (Madison and 61st St).

Keep warm

in The Frick (frick.org), the Upper East Side home turned art gallery of robber baron Henry Clay Frick. The mansion has a Roman atrium, garden courtyard, and dozens of intimate rooms hung with works by Goya, Velazquez, El Greco, Rembrandt and other Renaissance masters.

Have a hot chocolate

at Cafe Sabarsky (kg-ny.com), the elegant oak-panelled Viennese Cafe with grand piano on the ground floor of the Austrian Neue Galerie on the Upper East Side. They often have cabaret and chamber music performances, when you can upgrade from hot chocolate to wine or German beer.

Wrap up and walk

the New York Botanical Garden (nybg.org), the city's largest public garden set in 250 acres of Bronx Park and inspired by London's Royal Botanic Gardens. Aside from the lawns, lakes and greenhouses, November to January it hosts the annual Holiday Train Show in the Enid A Haupt Conservatory: hundreds of model trains zipping around New York landmarks made of plant parts such as nuts, bark and leaves.

Enjoy a cosy evening

at Joe's Pub (publictheater.org), the intimate supper club and cabaret lounge of the Public Theatre in Greenwich Village, where you can dine on steak frites and classic cocktails at banquettes or tables in front of a small stage where big-name acts from Leonard Cohen to country star Billy Joe Shaver play. You sit so close to the performers you can hand them their drinks.

Douglas Rogers

NICE

Rich and noble Britons wintered in Nice in the days when they had class rather than simple celebrity. They did so to get away from tough northern weather, and to find themselves, gratifyingly, among their own. It's about time that we reinstated a practice still eminently rewarding for the classier among us. Here's the Med without the summer squeeze, and nippy at the edges. One may eat outside at lunch, but it will be woollies by dusk. No matter. France's fifth city, throbbing with museums and galleries, also has the restaurants, bars and clubs to see you through cool nights.

Don't miss

Europe's greatest carnival, from February 13 to March 1 2015. Thousands kick over the traces to get in touch with their wilder Med side, with mega-floats, lovelies hurling flowers about and, in 2015, a musical theme (nicecarnaval.com).

Keep warm

in the Musee d'Art Moderne et d'Art Contemporain (MAMAC - mamac-nice.org). The Cote-d'Azur's best contemporary art gallery majors on Euro-realism and pop art. Look out for Kenneth Noland, Jules Olitski and Ellsworth Kelly. No, I'd never hear of them, either - but they're intriguing to discover. And it's all free.

Have a hot chocolate

at Antonia Caffe on Place Rossetti, bang in the centre of Vieux Nice. The drink's so substantial that, at a pinch, one cup would do two of you. Excellent home-made glaces also, should you fancy a bit of fire and ice.

Wrap up and walk

the newly created Promenade du Paillon, 30 acres of greensward bang in the city centre - where the river and, later, traffic, once flowed. It's a brilliant bit of in-town landscaping… and leads to the Promenade des Anglais, than which there is no finer, or longer, urban seafront in Europe.

Enjoy a cosy evening

in the newly groovy zone between Place Garibaldi and the port. Nice doesn't do cosy, not in the sense of grannies and antimacassars. But it will likely be snug in the Comptoir Central Electrique (comptoircentralelectrique.fr) and nearby, gay-friendly Gossip Bar on Rue Bonaparte. Alternatively, the Rosalina Bar in a former Renault garage, and the minimalist industrial chic of Maison Gusto (maisongusto.fr), are round the corner on Rue Lascaris.

Anthony Peregrine

VENICE

Venice is a marvellously eerie place of footsteps echoing along misty alleyways. It can be bitingly chilly when the wind whips down from the Dolomites, and damp - sometimes very damp indeed as acqua alta blurs the edges between pavement and canal. But it is also far less packed, blessed with magic days of blue and less expensive than in high season.

Don't miss

St Mark's basilica. Packed and full of unseemly noise in high season, the basilica in winter is a wondrous, silent cave of shimmering gold: come early enough and you might get these acres of mosaics to yourself.

Keep warm

in the charming Palazzo Fortuny (fortuny.visitmuve.it/en/home) which is injecting a note of Belle Epoque glamour this winter with its exhibition on the Venetian life of La Divina Marchesa Luisa Casati, until March 8. Also Architect Tomaso Buzzi's elegant Thirties designs for the Venini glassmaker at Le Stanze del Vetro (lestanzedelvetro.it) until January 11.

Have a hot chocolate

at VizioVirtu (viziovirtu.com) where the kind of delicious chocolate that goes into their pralines and spreads, cakes and draguees can be consumed in thick, hot liquid form to drive out the winter damp.

Wrap up and walk

around the island of Torcello. Always atmospheric, the empty lagoon on a crisp winter's day affords views that

Enjoy a cosy evening

at El Sbarlefo (facebook.com/elsbarlefospantalon). Roaring fires (banned) and comfy sofas (space problems) are not very Venetian: this late-night bar

Anne Hanley

AMSTERDAM

The gabled houses along the canals appear as crisp as ice; in the cosy welcome of a wood-panelled cafe, you can sip Gluhwein beside an open fire. The city lights up with festive good taste, and museums vie to lure you inside for the long winter's run. Temperatures can plummet well below zero, and a chill wind blows in from this flat land. When that happens there's plenty indoors to detain you; when it doesn't, a brisk walk along the canals is still one of Amsterdam's greatest delights.

Don't miss

Modern Times, the first-ever showing of the Rijksmuseum's (rijksmuseum.nl) sweeping collection of 20th-century photography.

Keep warm

Spark your wits and fire up your senses at the massive retrospective of paintings and drawings by Marlene Dumas, at the Stedelijk Museum (stedelijk.nl).

Have a hot chocolate

in Pompadour (pompadour-amsterdam.nl), a box-sized chocolaterie, resplendent with 18th-century decor rescued from a town hall in Liege.

Wrap up and walk

along the walking (or boat routes) of the Amsterdam Light Festival (amsterdamlightfestival.com) and marvel at the installations.

Enjoy a cosy evening

at the shack-bar Hanneke's Boom (hannekesboom.nl). There's a circular open hearth, surrounded by armchairs, as well as warming meals, and often hot live music, too.

Rodney Bolt

BARCELONA

Unless you're a real beach bunny, there is no better time to visit Barcelona than in winter. While in summer the city is rammed with visitors and autumn and spring are when the (surprisingly torrential) rains fall, winter tends to see dry, azure blue skies, and a lot of empty streets. It is also the time when the cultural calendar swings into action, with some of the best exhibitions of the year. Temperatures rarely dip below 5C, and can be considerably warmer, even in January.

Don't miss

the Santa Llucia Christmas fair, a veritable village of stalls huddled around the cathedral. In the nearby Placa Sant Jaume there is a life-size nativity scene.

Keep warm

in the Santa Maria del Mar church in the Born neighbourhood during one of its Yuletide performances of Handel's Messiah. There are dozens of gas heaters - although bringing a hip flask isn't a bad idea.

Have a hot chocolate

La Granja (C/Banys Nous 4, Barri Gotic), which has more types of chocolate than you knew existed, plus its own section of Roman wall.

Wrap up and walk

around the Parc de la Ciutadella, and admire the baroque waterfall (in which a very young Gaudi had a hand), and a wealth of statues and sculptures, or take a leisurely boat ride around the lake.

Enjoy a cosy evening

in the Born district - the unlikely home to several fondue restaurants. One of the most intimate is La Carassa (lacarassa.com).

Sally Davies

VIENNA

Despite the low temperatures (which can drop well below zero even during the day time), there's plenty of life on the streets of Vienna in winter. In fact, with frequent clear blue skies, and often a crisp layer of snow, it can also be at its most beautiful. Even if you do start to get a little chilly, few cities are quite so well-equipped with cafes and bars in which to warm up.

Don't miss

the exhibition honouring the 150th birthday of Henri de Toulouse-Lautrec at the Kunstforum on Freyung, showing until January 25. The Path to Modernism (kunstforumwien.at).

Keep warm

in the Imperial Butterfly House for a reminder of what summer feels like. Within the spectacular art-nouveau surroundings look out for the beautiful butterflies; tropical temperatures and a jungle-like atmosphere guaranteed. Opens daily (schmetterlinghaus.at).

Have a hot chocolate

and a delicious organic one at that, at Stadtkind, Vienna's latest addition to the trendy line of urban hang-outs. Breakfast, at very reasonable prices, is served all day (stadtkind.at/fruhstuck).

Wrap up and walk

along the Ringstrasse as far as the artistically illuminated Rathaus (city hall). Fancy a skate? Join the energetic Viennese at Eistraum (Dream on Ice), January 23 to March 8 (wienereistraum.com).

Enjoy a cosy evening

at Salmbrau, one of Vienna's most popular breweries. A favourite not only for its excellent beer but most certainly for its generous serving of pork knuckles - usually for two. Located close to the entrance of the Lower Belvedere. Open daily (salmbraeu.com).

Diane Naar-Elphee

ROME

There's a particular raking light that can transform the warm colours of Rome's buildings to jewel-like clarity in winter - but wrap up well against the icy northerly tramontana wind that accompanies it. Also shining brightly this winter are major exhibitions on Hans Memling until December 10 (scuderiequirinale.it) and on the Tiepolo clan until January 18 (museicapitolini.org).

Don't miss

Rome's traditional Christmas and New Year events, including the tacky-but-pretty seasonal market in Piazza Navona, and a rash of nativity scenes in the city's churches, the largest of all - naturally - in St Peter's Square. Sales from January 6 may reveal some good deals in designer temples.

Keep warm

at the Keats-Shelley House (keats-shelley-house.org): wood-panelled, book-lined and far more intimate than Rome's major museums, this apartment with its perfect view over the Piazza di Spagna was where the poet John Keats breathed his last in 1821.

Have a hot chocolate

at Cioccolata e vino (facebook.com/CioccolateriaTrastevere) in Trastevere, a diminutive place dispensing books, wine, and shots of a variety of fiery liqueurs served in glasses fashioned out of chocolate and topped with whipped cream.

Wrap up and walk

up the Vittoriano monument, or walk as far as the Aracoeli church and take the lift (060608.it) that goes from there to the top of the monument. In clear weather, the view is jaw-dropping.

Enjoy a cosy evening

at Big Mama (bigmama.it), the Eternal City's longest-running jazz club hidden down a quiet Trastevere alleyway. It's low-ceilinged, generally packed and vibrant with live Italian and international jazz and blues. Book ahead to ensure you get a table.

Lee Marshall

BERLIN

Berlin becomes a completely different city in winter. The lakes frequently freeze over, the pavement seating is packed away and the sprawling infrastructure of cafes, bars, museums, galleries and theatres comes into its own. That said, if you visit in December you'll find a very lively outdoor scene thanks to the Christmas markets, which range from small, charming and neighbourly to huge, glitzy and central. Note that temperatures can plunge into the minuses; bringing some warm layers is strongly advisable.

Don't miss

the Berlinale. This annual film festival in February is the toast of the film world and is where to catch all kinds of premieres and rub shoulders with the glitterati (berlinale.de).

Keep warm

in the Gemaldegalerie, which hosts a world-renowned collection of European painting, including such Renaissance masterpieces such as Botticelli's Portrait of a Lady Correggio's Leda & the Swan smb.museum

Have a hot chocolate

or enjoy warm apple strudel served with lashings of delicious ice cream at Cafe Einstein. This Schoneberg institution is set in a 19th-century villa and offers a classic Viennese atmosphere and a menu that also includes hearty schnitzels (cafeeinstein.com).

Wrap up and walk

around the Botanical Gardens. Not only is there a collection of architecturally-interesting tropical greenhouses, there are also regular winter-themed events (bgbm.org). Enjoy a cosy evening at Hartmann's restaurant, which serves innovative, Michelin-starred German-themed cuisine in a welcoming, wood-themed interior marked by a roaring open fire during winter (hartmanns-restaurant.de).

Paul Sullivan

The Telegraph, London