Ours love the heat but will definitely mix it up between sun and shade or come inside where it is cool (we have a dog door)
In the winter, they can often be found by a heat vent if the fireplace is not on.
There is a vent blowing right out below the sink here.
And there is one here that is under the sideboard, but blows out really nicely across a wide area. Often a couple will be here.
Then there is this silly dog that loves heat so much she will sit by the charcoal grill even in the summer. I felt ho hot her head was so I had to get the thermometer out.
