It is a different place in the Winter. Personally we love it, but it's not for everyone!
Temp wise, on average it tends to be about 10 degrees warmer than UK. Most people heat their house with a log burner, as heating oil is pretty expensive.
It can be very wet, but not usually for long periods of time. Our first winter here in 2013 was very wet and windy. Last winter was lovely, with more sun than rain.
As mentioned, San Stef shuts for winter, with just 3 W's open, and Town Pizza at weekends, plus San Stef supermarket on reduced hours. There is a supermarket just above Arillas, or a trip to Sidari is necessary.
There are a couple of bars open in Arillas, and the night owl in Afiaonas, and Mon Amour in Kavadaddes also open.
There is a nice community feel in winter, with ex pats and Greeks socialising together, and there is also usually table top sales most weekends, but thats about it!
If you like long relaxing days, walking, and just the occasional night out, you'll love it, if you like hustle, bustle, shopping ,cinema etc, you'll go stir crazy!!