A question to all the Moscow / Russia expats (and locals) here...

This will be my first winter as a full-time resident.

Does anyone have any tips on how / where to escape from the cold of a moscow winter?

I'm thinking maybe Dubai for some sun, Switzerland for skiing, but would welcome advice from those who are more experienced than I am

The local winter has not been that cold recently (thanks to global warming?). There are lots of dirt cheap flights to Egypt and (a bit more expensive) to Thailand, anyway