We live in MN and have a true screen porch... not a 3 season and we LOVE it!! It is by far our favorite part of our house...
We have a beautiful fan, w/ lights on a dimmer, stereo speakers, an armless couch and chair/ottoman combo (pottery barn) that when pushed together becomes the size of a queen bed and makes for a GREAT place to sleep (that was a happy accident - we didn't buy it for that!) as well as a wood burning fireplace (AMAZING!) on it so we use it late into the Fall (we have fires in the summer too). Our neighbors built one after us and by that time you could only do a gas line fireplace but it's still nice.
I grew up w/ a 3 season porch and several of my friends have them. I much prefer a screen porch.... you may have a little less time to be able to use it during the year (in MN!), but the 'experience' is COMPLETELY different.
I really feel like I'm somewhere special/ little oasis when I'm on my screen porch and the fire is going - where as I always feel like I'm just in another room of someone's house on their 3 season porch. My friend's 3 season porches are beautifully decorated, etc.... but there is nothing special about being in them.
I HIGHLY recommend a simple screen porch... well worth the truncated season. ;)