But really, what does it feel like below zero?
It depends on how far below zero and what you are doing plus how long you are outside. If you just walk to the mailbox you won't feel much.
At say -5F with calm conditions when doing something really stenuous such as mountain climbing or snoshoeing, you can actually work up a good sweat with wearing only a shirt. The minute you stop to take a rest, you get cold quick especially if you have been sweating.
A temperature or chill factor of -50 or -60F is way different. It doesn't matter what you are doing or how hard you are working, you will be cold. Even blood freezes instantly I've found out (see the story below)

:
http://www.summitpost.org/trip-report/1 ... ntain.htmlIt's not too bad if not too windy. Here's a story with the temperature of around -30, but with low wind:
http://www.summitpost.org/trip-report/1 ... d-Air.htmlQuite enjoyable actually.
I've seen people's faces freeze black when climbing in Russia in the off-season. Definately not pretty. Interestingly, after all the times I spend outdoors the only time I've got frostbite was when I first moved here. I stopped at the gas station and since the kids were in the car I hurried and jumped out of the car to fill up with gas quickly. I didn't even think about it and grabbed the gas pump with my bare hand when it was in the -20's. It frostbit my fingertips.
Does the air have a scent? Does the air feel refreshing or strong or heavy? I am curious.
It depends on how cold. If you're warm, say snowshoeing at -5, it feels refreshing. It also feels wet and fogs up glasses or whatever quickly. If it's -30 and you're standing or walking outside for a while, your breath falls as ice crystals like small snowflakes. Much colder than that, it actually feels real biting and can be rather unpleasant. I remember camping in the tent at -23 and all our breath fell as ice crystals. It covered out sleeping bags and walls of the tent. It almost looked like it snowed in the tent.
As far as smell goes when it's really cold, I can't smell anything at all. We recently went to the Grand Canyon (last week). It was unusually cold for down there and when we left the rim for our hike it was +1. The frozen mule poop on the Bright Angel trail didn't smell at all, but once we got lower in the canyon you could really smell it.