It all depends upon your intentions. Winter is a yin-time of year, so if your intention is to balance your energy, then a yang practice may be perfect for you. However, if your intention is to exercise and keep healthy all your tissues, yin and yang will be necessary. If your intention is to find some peace and stillness over the hectic holiday season, yin may be your best bet.
Even though winter is yin, this does not mean one can not or should not practice yin yoga; that would be like saying because it is summer, hot and sunny, one should not go outside and play sports, go for a run, a swim or do yang yoga. Consider your intention, pay attention, and enjoy!
You may also want to read this
section of YinSights where this questions is discussed.
Cheers
Bernie