I go with normal WNGs until it gets really cold out.
Not only do you want to avoid getting sick, you also want to avoid your wet hair freezing in the cold air. As we all know water expands when Frozen, and if it expands while in your hair shaft... lets just say hello to your new split end friends.
Once it gets much colder out, I then diffuse my hair till its about 75-90% dry, depending on how much time I have.
Ponys and buns are also good, since they can go right under a hat. And recently i just learned how to do giant twists and quasi- french braids so I have a new style to throw into the mix, which ( in my opinion) looks feminine, put together, and professional
if done right, and keeps your hair up in a protective style. It also lasts for more than a day if you wrap your hair at night ( another new habit of mine)
I haven't taken pictures yet but here are some similar styles.:
Hope that helps!
I have to say though, its very tempting to go straight in the winter!