I prefer trouting in the winter as you have to really think about your fishing. Its not obvious where the trout are as they tend not to show themselves so much.
Trying to work out what they are feeding on, at what depth, at what speed etc is, well, in my opinion, more challenging than in the summer when fish can be seen or other anglers catching around you.
I also like the challenge of trying to take them on something unusual..such as a dry fly in a snow shower
Never have yet!
Tend to fish an intermediate line and let the flies really search the water.
Best of all is the condition of the fish in winter...fighting fit!
As for the bit about the flies on ice..not had it with trout, but have had it with Pike. Landing a large "mouse" on the ice and them dragging across into the water had Pike slashing at it. Great fun!