Truth.
I live right over near Sac and almost froze to death while visiting SF back in June. Had to buy the kids sweatshirts and I just pretended I was fine...as I hit every coffee shop at the Wharf. lol
Funny, I've spent quite a few winter nights in Sac and felt the same as you did in SF! That cold valley fog just lays there...and I nearly froze my ass to death...and I'm used to being in -20* freezers for work.
Couple of good coffee shops to hit next time you're here: Philz Coffee (multiple locations)- all brewed by hand, Blue Bottle I've been hearing about (I hope it's good since they'll charge up to $10 PER CUP!), and Cafe Trieste- the best traditional espresso I've ever had outside of Cuban coffee in Key West.