I went there for summer internships, Christmas break, etc. Mrs. Crack and I moved to Park City for a few years sometime later.
You are right about Utah cold not comparing to Chicago cold at all. But living in PC was actually much easier for me than living in Provo. All the outdoor activities during the winter made it a really fun place to live. When I was living in Provo, I just didn't have the resources to enjoy any of the outdoor activities. I imagine there are others in Provo who are in the situation I was.