Hi nicincali,
I live in Chicago and have lived in the Midwest my whole life. I can't really tell you how other locations compare re: the fibro but I'll let you know what effects me the most dealing with Midwest weather.
My worst time of year is always the fall. I think it's because it's the most drastic change from summer to fall. Since I was diagnosed four years ago without fail I have had terrible flare ups in the fall. I will tell you though that they're bearable. I actually welcome winter because I know it will bring me some relief :) Last week there were days that were freezing and the winter coats came out, today is supposed to be 65 and it's raining and then by Wednesday it's supposed to drop to 45 and then 35 on Thursday. It's really the ups and downs that get me the most and thankfully they only happen drastically in the fall. I think the cold is tolerable, you just learn through trial and error how to stay warm and dry. I find that if I can keep away the bone chills I'm usually in pretty good shape. When we go through our patches of no sun it can be pretty rough on the mood, but everyone finds that, not just people with fibro.
I'm not sure where you're currently living. A transition from a really warm climate might be a little rough. My husband is from Arizona and he's been in Chicago for 6 years and still hasn't adjusted to the winters, he doesn't have fibro and has a harder time than I do in the cold months :)
Hope this helps!