I grew up in the Southeast. There, the dreaded winter weather phenomena is either a nor' easter' (if you live on the coast) or an ice storm (if you live inland). Of course, in the southeast, some might consider snow a dreaded winter weather phenomena, but those are just the folks who lack perspective. Snow isn't typically destructive, while ice storms and nor' easters' are very much so.
Out west, I was introduced to entirely new dreaded winter weather phenomena. The worst of these is clearly freezing fog. Freezing fog will, at times, suck your will to live. It carries a deep, penetrating cold that can't be lifted, and it is causes acute claustrophobia, dropping visibility to near zero. Freezing fog appears to be primarily a late fall, early winter event, although it can occur throughout winter. The worst part of freezing fog is that it shuts down air travel, and in many cases, road travel as well. This result is particularly problematic if you live in a rural area, as we do. I recall one Thanksgiving where I was tasked with picking up a friend from the Moscow-Pullman Regional Airport after the holiday. When I arrived at the airport to pick her up, there was no plane to be found (at the MP airport, only one flight is present at any time, excepting crop dusters and private planes). The airline staff told me the flight had been diverted to Lewiston, 35 miles and 1,500 ft south of Moscow. She told me she would call the plane to tell my friend that her ride was on the way if I started driving. That was the most white-knuckled drive I have ever undertaken, and I am including traveling over mountain passes in snowstorms. Visibility was about 8 feet, and that is a generous recollection.
Freezing fog does produce some amazing ice sculptures though, if you ever have enough sunlight to see them.
My other least favorite winter weather phenomena is the one we are currently experiencing: rain on snow. While it doesn't inhibit travel, it is utterly unpleasant and makes having enjoyable outdoor experiences prohibitively difficult. Currently, the snow level has risen to 4000 feet, which means we are either not going to be skiing this weekend, or are going to hike pretty far up Moscow Mountain to do so. It also means that my backyard could be flooded at any point, although the house is high enough for that not to be a worry.
I'm hoping the temperature drops again soon, and rain is replaced by powder. Because, in addition to adding the enjoyability of winter recreation, snow also adds enough light to make these very dark days of winter seem somehow brighter.