Over the years I have kept guinea pigs outdoors, indoors, in a shed, a mixture of all things, and to be honest the ones that have lived the longest and have been the healthiest and have needed very few if any vet visits have been the ones who have lived outdoors or in a shed. I always ensure outdoor or shed piggies are protected from draughts and rain and make sure they have lots of hay, and by lots I mean I completely fill the hutches with hay.
I love having indoor piggies too, as you do bond with them more and it is much easier to spend time with them during the colder weather. However, my shed piggies (I don't have outdoor piggies during the winter) get a lot of attention and I spend a lot of time in the shed with them. During the summer months I try and get my piggies out in the runs all day, every day, whilst making sure they have shelter from the sun and somewhere to go if it should start to rain. When I kept all of my piggies indoors they definitely got far less run time.