I definitely prefer to be too cold.
When it's hot out, you shed layers until you get enough airflow to your skin to cool down, or until you're completely naked and still sweating.
When it's cold, you put on layers until you're warm again. In this version, you are only limited by the amount of cloth around your home.
When it's hot out, you grab the nearest cold drink/food and do a combination of ingestion and covering your face in the substance.
When it's cold, you make some hot chocolate, clasp it in your hands, and sip.
When it's too hot, you go swimming at the nearest outdoor pool.
When it's too cold, you go swimming at the nearest indoor pool.
When it's hot, you sweat like hell, making you both stink like hell and covered in slime.
When it's cold, you shiver, making you, well, shiver.
I could very much go on, but I have things to attend to. In short: lots easier to warm up than to cool down.