This is the first year in a few years that I haven't taken a warm-weather-vacation in the new year (the year is still new, I suppose this could change), but that is mainly because I spent my money on trips before Christmas (Las Vegas in September, and Punta Cana, Dominican Republic in November).
I have to say though, while it was nice to get away at the early signs of winter, I think I prefer to go away February or March. It really breaks up the winter nicely and you get to escape the most frigid temperatures of the year!
Do you have a preference? Do you prefer warm or chilly vacation spots?