I've had a January baby, an October baby, and am now due in April. I'm working my way through all the seasons.
January was fine for DD1, I just had one child, we stayed home a lot, so bundling her up for the CO winter wasn't an huge issue. What has become an issue, the older she has gotten though is B-Day parties. Her B-Day is Jan 7th, so pretty close to the holiday season, people tend to be partied out and also factoring in that we get a lot of snow in January. Last year NO ONE showed up for her 5th B-Day party, I don't even think we are going to bother trying this year.
DD2 was born a week before Halloween, I loved, loved being pg in the fall. What I did not like was having a baby at the start of cold season, I think the first time she wasn't sick was when she was 7 months old and it was summer time.
I'm looking forward to an April baby, warmer weather, hopefully most of the illness will be over by then, I can hope anyway!