I prefer cold. Much easier to fix the issue if it's too cold, whereas to fix it when it's too warm is harder. I can only sleep when its cold.
However, if I had to choose between being at 40C or -20C and be subject to such an environment with just the necessary clothing, but no other help like electronics or water; I would prefer 40C as my body handles extreme heat much better on its own than extreme coldness. But I would always choose to live in a cold environment over warm.
Edit: I live in a very cold country, even for Europe, and I still have an air conditioner in my room.