Kokonutz: As a diehard fan of window seats, I respectfully disagree that they are inferior to the aisle seats.
But you are right. It does get cold. Another slight problem with that window seat is that you have to angle your legs ever so slightly away from the wall of the plane as the exit door protrudes a little. But this isn't of much concern because the protrusion is a couple of feet in front of the seat and there's still tons of legroom.