Just to add a bit more to Stuarts answer, Mercury has an axial
tilt of only 2 degrees, and no atmosphere to speak of. It is the
only planet that has such. What do those 2 things lead to? - If
an area at one of the poles has an incline of more than 2
degrees in all directions, it will remain in permanent shadow.
If it is near, add the latitude-90 to the angle to get it's
accuracy. - There is no atmosphere, and thus, only light
directly from the sun, and indirectly through ground heat
transportation could possibly heat an area on the planet. So,
putting both of these together, it stands to reason that a
reasonable chance that if there was some kind of a valley near a
pole, it could be very cold. So, an area that would be "balmy"
would need to have some method of combining shadow and light in
the right proportion. The ideal thing to do would be to have
some sort of an atmosphere. It is possible that a proper habitat
could be constructed that would allow for that. But, it would
have to account for the slight tilt