It's January for me, 100%.
The coldest month.
February is 28 days (well, 3/4 of the time), it's a short month and meteorologically it ends with spring (March 1st). It also is warmer. Like someone said, it depends where you live.
January has bank holidays, short days and the worst weather. It is also 31 days long. After it's over you kind of feel like you've broken the back of winter.