I prefer to stay in. My reasons:
* I'm a little further south on the Chesapeake, and on a light winter I can sail all winter. In a bad winter I might lose 1 month.
* I get less damage in the water. No blocking dents, no strain on the keel (compression vs tension, the boat stays warmer (cabin won't go below ~ 25F in the water), equipment is not out-of-use so long, less corrosion, less mold, and money saved, of course. I had several thousnad dollars worth of damge one winter due to improper blocking; the yard paid-up, but it was still a drag. I have NEVER had damage in the water.
* Safety is probably equal IF you visit the boat. I've seen a lot of wind and cover damage on the hard too. Entire rows of boats blown over. Since there is no difference in insurance, whether I haul or stay, I figure the companies have considered this.
* I'd be careful if it was an area known for moving ice. The locals will know.
* Ice melters are cheapish. Get one with a thermostat. That said, I have one but have not used it in 10 years; thin ice is not a danger. On the Bohemia, I would get a melter (that's is nearly fresh, Deale is 30% seawater).
I haul every 2 years for about 2 weeks only; why loose sailing time? If hauling and storage were free I would STILL stay in the water. I nice calm January day can be a treasure, when cabin fever is running high; A few scotters on the water and few boats.
Some folks say they haul so they can work on projects, but the truth is most projects require paint or adhesives and temperatures in the 70-80s, so they end up not launching until early summer. Ick. I haul mid-summer, work fast, and enjoy the spring and fall.