Fun topic! I live very near the miles and miles of sandy beaches and dunes along Lake Michigan and I'll take our shark and salt free lake any day over the ocean - even in January and February. We don't have any real mountains in Michigan (sorry Mt. Pleasant or Mt. Clemens). Our highest point is only 1,980' above sea level which isn't much considering Lake Michigan/Huron is at 580' above sea level.
I like vacationing in the winter in Southern climates, but I do prefer the majestic beauty of the mountains overall since our Lake Michigan beaches are always better than the ocean beaches.