New York City is the home of some of the most iconic scenes in cinema. When I first started shooting stills of actors, I was largely inspired by the scenes I saw on the big screen. If an actor is targeting film productions, I figured, their headshots should emulate the productions they're targeting.
One of the arguments against outdoor shooting is that it's not worth facing potential challenges presented by bad weather. Sure, sometimes the weather sucks in NYC, but that's like saying never go to the beach because... sometimes it rains. Certainly it'd be faster and easier to shoot exclusively indoors, but outdoor shots have a uniqueness and character that can't be reproduced in a studio. There's a reason filmmakers come from around the world to use our city. It'd be a shame to shoot in NYC, but end up with shots that could have been taken in Idaho (no offence intended, my friends from Idaho).
In general, I lean toward outdoor shooting for dramatic shots. The streets of the city are reminiscent of primetime episodics and dramatic films. Indoor shots can guarantee even lighting and bright backgrounds. Those shots are best used for comedies, family episodics, and commercials.
There's nothing wrong with only shooting indoors. You can rest easy knowing that you won't be hot or cold. It just seems a shame for the option to be taken off the table completely when incredibly compelling images can be created by hitting the streets.
Thinking of shooting outdoors in the wintertime? Check out this related article, "Tips for Nailing a Compelling Winter Headshot."