Unless it's hammering it down, very windy or well down into the minus figures I always sleep with my window open as I find it much easier to actually get to sleep that way. People who know me do find it a little odd though, not just because I have my window open as much as I can but because its accompanied by using a 4.5 tog quilt all year round
I'm the same, it has to be really cold before I start to feel it enough to close the window at night. I have a 1 tog duvet all year round which people find odd. My ex used to really feel the cold and having the winter duvet plus accompanying blankets and hot water bottles was horrible.
I used to always have the window open at night. Even in the coldest months. I stopped doing it after moving into central Bristol, partially because the wife is always cold and partially because the noise of the city would keep me awake.