This has really changed for me since moving to South Dakota. Growing up in Maryland I thought 30 degrees was freezing. Now I'm liable to be walking around in a t-shirt when it's 30 degrees out. I'm going to say I probably consider 10 degrees or less cold. But it also depends on the area. It's not very humid here, so in more humid places it feels colder.
The coldest temperature I've ever been outside in was -20 at 8 am. That was... interesting. TMI, but I definitely think it's cold when your snot freezes. ;)
All temperatures are Fahrenheit of course. ;) (wooooo America)