Wind snob, my vote is inside if you plan to run in winter and/or want to preserve/extend life of equipment

Its true that many have equipment outdoors in winter and equipment is fine...when winterized/drained. But if you're going to try to extend the season, heated equipment/indoor installation will be way better.
To that end, I am in Michigan and am experimenting with year round operation (or almost year round) this year--I've just ordered this dome enclosure:
Pool Domes | Ameri-Dome Inground Swimming Pool Enclosures
It won't be delivered for another 3 weeks, so in he mean time, I'm getting my "what-if" ducks in a row.
I made an in-pool solar roll cover and so far, if I turn the pump off at night, I'm only losing 3 degrees with a 40 degree temp differential (pool is 90, night temps have been 48-52 ish this week).
In terms of natural gas, right now using this method I'm using between 10-15 CCF per day (whole house, including boiler and pool heater).
Mdrejhon is the name of the poster from Hamilton (Canada) who ran his pool much of the winter using some principles such as still water retains more heat than moving water, etc.
For details on what he did, check out his awesome thread:
FAQ: Cheaply Keeping a Pool Hot -- 90F,95F,100F -- How we ran till Jan 11th in Canada
I will report back on dome shenanigans after this winter...I expect I'll be learning a lot