Often it is fronts moving through that will make the biggest differences, yet at other times geography plays the biggest role. At times it can be a drastic change with as little as 20 miles seperating 2 points. Look at the average winter temp for Deadwood SD compared to Custer. Generally speaking southern south dakota has much milder winters than North Dakota. Some days its only 5 degrees or so, but often it can be 15 - 20 degrees.
Stay away from Pierre, hot, windy and in the middle of no where. On the other hand Jamestown or Valley city, and Fargo, while all on the same line from E to W, but Jamestown and Valley city are both down in valleys, surrounded by hills, and both average considerably better weather than Fargo.