Nat. Geographic Adventure magazine (March 2007) has an article of (bad) weather-related experiences. It lists Alaska as the place to go for a cold weather tour. I am sure we could come up with something similar in Canada – Dawson City regularly hits -50 in winter!
For storms, Tofino is the place to go. The Wickanninish Inn gets a mention, as does Surf Sister Surf School.
The Quebec ice hotel is mentioned as the place to sleep on ice.