Basically they are happiest out of the weather. Mine lived for the last two years in the fenced off corner of a cow shed, which it shared with 50 cows in the winter and had sole occupancy in the summer. The shed was ventilated with open slats in the upper half, and the temperature inside was a good 3-4 degrees above that outside in the winter if a little fragrant! I never had any condensation problems at all. Unfortunately my farmer neighbour sold his sheds a few months ago so I lost my hangar, and where between 50 and 150 cows used to live is now the home of 4 horses. Such is progress.
My R22 now shares a shed with some old farm implements and my fixed wing aircraft. The shed is ventilated by a big hole in the end wall which nobody has ever got around to mending. Strangely there is a considerable condensation problem in there, so I keep a silica gel dehumidifier in the cabin and change it every few days. It is not really man enough for the job, but as there is no mains power I have little choice.
Having said all that, my local airfield has two R22s that sit outside all year round, but still seem to start OK except in the coldest weather. Corrosion is a different matter which is being discussed on another thread.