The right way to exercise

For many people who love to be fit, the heat and the cold are not a bother at all. They seem to be oblivious to the sweltering temperatures and the icy winds and carry on regardless. I, however, am not quite built that way and need to be somewhat comfortable to be able to exercise decently. So, I need to have some basic strength equipment in an indoor environment that is temperature controlled so I can focus on the exercise instead of focusing on the crippling heat or the freezing cold. It would certainly be simpler if I were like that, since then I would not need anything, but a pair to good shoes and an open road, but unfortunately, it is the way it is!