Personally, I do not pay that much attention to the weather when I am picking out beer, at least not consciously. I probably pick different beers one a hot sunny day than I would on a cold, rainy day but I do not do so with a plan. Even so, I know that there are some beers than lend themselves more readily to cold weather than others.
My first thought is of dark beers: stouts, porters, dobbelbock, the really dark ones. Their flavor tends to be big and chewy and demands that you slow down and savor them. After all, when a cold wind is whipping around outside, who wants to be gulping down cold ones? No, when you are sitting at the fire with a blanket around your shoulders you want a drink that you can slow down with and sip contemplatively while you stare and the flames and consider your own mortality.
Besides being sipping beers, the big, darks styles tend to taste good whether they are cold or warm. You can let a glass of stout sit in your hand and warm up and it is just as delicious as it was when you grabbed it out of the fridge. Lighter beers, especially Pilsner and pale lagers, are almost unpalatable when they get up to room temperature so they are best avoided when you are trying to stay warm.
By the way, why are you sitting at home and staring at the fire anyway? If the roads are not too bad, why not pop over to your local brewpub? It does not really matter what they are serving, the comradery of a warm bar on a cold day is enough to thaw the iciest of moods.
The extreme beer movement has brought a whole host of high-alcohol beers to our beer store shelves. Besides being tasty sippers, these beers carry that added benefit of the warming feel of alcohol. There is nothing cozier than spending an hour or so sipping a rich, flavorful extreme beer and exploring its flavors as it warms and changes character in your hand.
Go to the kitchen
Okay, so maybe you just don't want a beer. It's cold and beer is a cold drink and nothing I say can convince you to think otherwise. Fine, but remember, the warm weather is just two or three months away so why not take advantage of the cold weather down time to put back some homebrew? The hot steam from the brewpot and the smell of malt and hops will surely melt your frozen beer-lovin' soul. Oh, but you are an all grain brewer and you would have to go outside to make your homebrew beer? Get over it! It is not going to hurt anything to whip up a couple of extract or partial-mash beers in your kitchen while the winter wind blows outside.
Go to a festival
Believe it or not but breweries and organizers are holding beer festivals in this ridiculous weather. Having attended a couple such events, I can report that they are really a lot of fun. Sure, it is cold as [insert your favorite saying here] but good beer is flowing and there is usually some kind of heat source for everyone to gather around. There's no better way to get close with your fellow beer lovers.