Love in a Cold Climate is the 2nd in the trilogy written by Nancy Mitford (the 1st being The Pursuit of Love and the 3rd Don't Tell Alfred). I read it after The Pursuit of Love, and unfortunately the comparison doesn't favour Love in a Cold Climate: I found The Pursuit of Love wittier, more enteratining and roaring of laughter-funny. I'm sure that if I had read Love in a Cold Climate alone, I would have appreciated it more, because it is a wonderful, witty, funny and incredible book. I enjoyed it very much.
Nancy Mitford's writing style is very unique and highly enjoyable. Her dry wit and sarcastic humour reminded me sometimes of Jane Austen, the way she made fun of some of her ridiculous characters (Mrs. Elton in Emma, Mr. Collins or Lady Catherine de Bourgh in Pride and Prejudice).
Definitely worth reading, but check out The Pursuit of Love also, you won't regret it.