But not Twins left-hander Scott Diamond, who makes his offseason home on the Upper West Side of New York City.
The Ontario, Canada, native moved to Manhattan last year because of his love for the city after having pitched at Binghamton University in upstate New York.
Diamond admits the toughest part of spending the winter in New York is finding a place to throw, but he said that after a few failed attempts at places in Manhattan, New Jersey and Long Island, he's found the right place at nearby Columbia University.
"It's been perfect," said Diamond, who lives only a few blocks from the campus. "But it's an absolute hunt to find a place in New York City. ... For the most part, we just throw inside. They have a nice enough complex that we can get our throwing in and our workouts in as well."
Diamond, 25, has been throwing with Rockies Minor Leaguer Dan Houston, and because of this year's mild winter in New York, he's even been able to throw outdoors a bit.
Diamond left for Fort Myers, Fla., on Wednesday to get an early jump on Spring Training, with pitchers and catchers set to report on Feb. 18.
Diamond is one of the rare pitchers who has been throwing almost all offseason, as most don't begin their throwing programs until December or January.
"I shut it down for a little bit," Diamond said. "But I'm one of those guys who feels like the longer I shut it down, the rustier I get. So I only took about two weeks off from throwing and was playing catch three to four days a week. It was nothing big -- just keeping the changeup and curveball where [they] need to be."
Diamond started gearing up his throwing program shortly after Thanksgiving with the goal of making the Twins out of Spring Training.
Diamond missed out on that opportunity last spring, when he sustained a blister on his left thumb that limited him to just six innings in Grapefruit League play.
The Twins, however, decided to keep the Rule 5 Draft pick formerly of the Braves, trading reliever Billy Bullock to Atlanta.
"My hope is to obviously break with the team," Diamond said.
"That's everybody's goal going in. I think I've prepared myself this offseason to give myself a fighting a chance. And that's all I can ask for. I want to break with the team, but even if I don't, I'm going to fight in the Minors to get a chance to contribute again at the big league level."
But Diamond knows his best chance to make the club is as a reliever, considering the Twins' rotation appears set with Carl Pavano, Francisco Liriano, Scott Baker, Nick Blackburn and Jason Marquis.
Even the bullpen is a bit crowded, as Matt Capps, Brian Duensing, Glen Perkins and Joel Zumaya (if healthy) are considered locks, while Anthony Swarzak and Alex Burnett are also favorites to make the club.
That would leave just one spot open in the bullpen, but Diamond says he's ready to compete and make that transition if that's what the Twins want him to do.
"At any point during my time with the Twins, I've always been willing to do whatever is asked of me," said Diamond, who has made only two relief appearances in his professional career -- both in 2008. "So if it's a relief role, I have no problem doing that. I'm actually pretty excited about it."
Diamond got his chance with the Twins last season, making seven starts and posting a 5.08 ERA with 19 strikeouts and 17 walks in 39 innings.
Diamond had his ups and downs -- he turned in three quality starts -- and posted a 3.94 ERA before struggling in his last two outings.
Diamond was thankful to get that first taste of the big leagues, considering he actually had a rough year at Triple-A Rochester, where he posted a 5.56 ERA in 123 innings. It marked the lefty's first real struggles as a professional, as his previous high ERA over a full season was 3.50 with Double-A Mississippi in 2009.
But Diamond is ready to move past last season and thinks getting that big league experience will help him moving forward.
"I was really lucky," Diamond said. "Based on my numbers in the Minors, I was really surprised, because most guys don't get that shot to pitch in the big leagues with the numbers I had. So I'm thankful to the Twins, because I feel like I learned a lot more from my time at that level than I did at the Minor League level. It really helped me become more confident this offseason, and hopefully it'll transfer into the season. Because right now, I feel pretty good with where I'm at."