Clair, I used to have an Electrolux that used bags. The reason I like bagless more is that it is one less thing to buy and worry about having in stock at home. I can think of a few times when I either could not find the bags I needed at the store or thought I had some when I was actually out.
I know what you mean about having to open the bagless ones outside. That is what I do with my Dyson and like you winter here can be horribly cold so going outside even for a few seconds can be a major deal. While my Dyson does let loose some dust when you empty it, I find it much less than other brands I have owned. I do take mine outside to open, but I do not think it would be a major issue if i opened it inside. A little dust would escape, but not much.