I had an "outdoor" dog. I would bring it in and it would want to play, then it wanted back outside. If you weren't actively engaging it w/ play, petting etc. it would sit at the door and want to go back out, so we built it a serious doghouse (~200# of shingle roofed, tongue-in-groove interior & floored fully insulated goodness for a 45# dog). When the weather got bad, we made her stay in. We spent a chunk of each evening walking her or playing with her in her area. She was happier than any of the dogs that usually get mentioned in threads like this.
She was on a trolley for a lot of the time, on a staked line for some of the time. I tried to "reconvert" her to being an indoor dog, but she wouldn't have it.