Most of my guinea pigs have been outside at some point or another, including in winter. They are in a sheltered part of my garden, in a VERY sturdy hutch that is well-built. Some hutches from pet shops are flimsy and leaky, so I wouldn't advise leaving them in a pet shop hutch or a poorly made hutch during winter.
The rest of my guinea pigs are in a shed, but it does get very hot and stuffy in summer, and the flies are a pain in the backside!
If you have the luxury of being able to choose when you can take your guinea pigs outside and when to put them in a shed, I'd advise putting them into their outdoor hutch from April-September and leaving them in the shed from October-March, weather permitting obviously.
If you do leave your pigs outside during winter you need to be vigilant to make sure things go well. You can use hot water bottles wrapped in towels, or specially designed heat pads, to keep them warm. You can get wraps to stop their bottles freezing and hutch snugs from some pet shops. These are expensive though, and a thick piece of carpet covered again with tarpaulin helps to keep them warm and dry. I've also used bubble wrap around the doors to keep the heat in.