What type of swimming pool is best in a cold weather climate?

"Best" in cold weather climates would probably be an indoor pool.

Most outdoor (either above-ground or in-ground) pools need to be completely drained (or always heated) during the Winter in cold weather climates, so that substantial ice does not freeze, expand, and crack open the side walls of the pool. You might also consider a darker pool surface since it will help keep the pool warmer by absorbing heat.