It's going to swing back up into the 80's in the next week for me but damnit I am ready for spooky weather! I really turn towards a lost of shoegaze, post punk, darkwave etc. Cascadian black metal is also acceptable. Here are some cozy weather bangers:
Cocteau Twins - Blue Bell Knoll (Linked): Darkwave, New Wave, ???. The first couple of Cocteau Twins albums are phenomenal, way better than Heaven or Las Vegas in my opinion.
Them Are Us Too - Eudaemonia: Darkwave, synth. Seriously a fucking beautiful song, makes me cry every time. Cash, one of the members, passed away during the Ghost Ship fire in Oakland several years ago. RIP, way too young.
Siouxie and the Banshees - Cities in Dust: Darkwave. Ultimate gothnight banger. Definitely a song that gives me goosebumps, never gets old.
Sonic Youth - Shadow of a Doubt: Postpunk, shoegaze. From Sonic Youth's first album, Kim Gordon's breathy vocals are so hot! The whole tone of the song just feels cold, perfect for gray rainy weather.
Bauhaus - She's In Parties: Deathrock, darkwave. Pretty much the godfathers of goth along with Siouxie and the Banshees and the Cure, classic.
My Bloody Valentine - Soft As Snow: Shoegaze. This song gets the spraybottle 
Agalloch - The Mantle (Full Album): Cascadian Black Metal. Sad, melodic, cacophonous. Truly a masterpiece. Not traditional black metal if that typically turns you off. Listen to it.
Asunder - Rite of Finality: Funeral doom, acoustic. A fucking 50 minute song that I swear just feels like an entire album. Dino from Dystopia performs. Pretty, brutal, haunting and depressing as hell. Perfect for winter.