Open! I really like the breeze almost regardless of the weather. If it's really cold, then it makes my bed a bit more cozy if the window is open, you know?
I have screens on my windows so bugs aren’t an issue, but I find that pollen and whatnot can still get in and I have allergies. So the only time the windows are open is if we really need to ventilate the room for some reason (painting or something like that that’s rare), and this is basically never when we go to bed
When it is super nice outside during the spring and in the fall, we will absolutely keep them open! Unfortunately, here in Texas, our spring is like six weeks long until it gets super hot and same goes with fall in our fall here weatherwise doesn’t really start until the end of October to mid November I have honestly been in shorts and flip-flops on Christmas morning before!!! although that does not happen very often. The cold here usually does not start for real until late January early February.
We sleep with them closed for a couple of reasons. One being that at our old house, we had the kitchen window open one time and Doodle spotted a bird and went to paw at what he thought was the window and tore the screen and was hanging half way out the window. The other, is I don’t like hearing outside things all night or waking up stuffy because of environmental things in the season. If we have to open windows now, we have to either shut the door to the room or lock Doodle away while it’s open.
My windows have screens, so bugs and such aren't really a concern, but I still prefer to sleep with the windows closed. I don't really open the windows very often to begin with