There is no Aveirah to enjoy the comfort of air conditioning. But it is important to remember that from the dawn of world history until very recently [1901 was the first recorded modern air conditioning unit] - there was no air conditioning. So if you are, let's say, in shul, and there is no air conditioning or it isn't the perfect temperature, you don't have to complain. It is OK. We are not on earth in order to be comfortable every second. We can be a little hot or a little cold.
Nisht Geferlach.