I have both indoors and outdoors, i prefer mine indoors for the sociable side and I see them everytime I'm in my room, having said that my girls who live in my shed have free-range shed space so have bigger living accomodation which means more toys and i can be more creative with their set-up, all my piggies were outside at one point but the boys cant go out as the smell would wind them up and theres no room in my shed, lois is only in due to her having an op over winter n getting warm in the house but shes going bk out in summer.
The only downside during winter is making sure the outside piggies are warm enough i have pro-fleece and blankets etc in their run and mine have been fine but if it droped below -5 which it has done here this winter then they come inside fot the night.