Would you rather be stuck in the cold or in the sweltering heat? If you answered "cold" immediately, you've clearly never visited Florida in the summertime, when the heat is so bad it's like a physical being, like suddenly being enveloped in a glove or submerged in warm water--you can't move, you can't think, and there's no way to cool down immediately except to step into a Winn Dixie and stick your head in the frozen foods freezer.
At least in the cold, you might survive for a bit by running in place or doing jumping jacks. In oppressive heat, even fanning yourself results in sweat trickling down the back of your neck. In the cold, maybe you could turn pioneerish and call on all of the knowledge you gained at age eight from reading all of the Little House in the Prairie books and use your bare hands to carve out an igloo shelter. And then another thing I learned from my pre-pubscent reading is that freezing to death isn't completely unpleasant--you just go to sleep and your heart slows and slows until it stops. Thanks, Jack London, for conveying this in "To Build a Fire" required reading for all middle schoolers. I read that while we lived in Florida, and just couldn't figure out what he was doing in the wilderness in the first place.