To get the best answer to your question I need one piece of information:
How are you arriving in Switzerland (where, and by what method of transport, car, train, air, boat)?
You said "where is the best place to take off going to Paris?". But, if you are going from most parts of Switzerland to Paris, flying is not the best way. It is quicker, and a lot more comfortable, to take the TGV (High Speed Train) from Geneva, Lausanne, Zürich or Basel to Paris. If you insist on flying, airports are Geneva, Zürich or Basel.
"Which city or region has the cheapest accommodation?" - It doesn't matter where you stay, prices are similar. You don't want to be staying in a city, you want to be in the mountains.
For 3 nights, I would recommend either:
1) Luzern. If you want a town to stay in. On a lake, with boat trips, and mountains to go up (Pilatus, Rigi and Titlis)
2) The Jungfrau region. One of Wengen, Lauterbrunnen, Mürren or Grindelwald.
"What would be the weather in Switzerland on those days? Should we bring winter clothes?" - weather is determined by altitude. In the valley, where you will be staying, you need a jacket. And there may be rain. If you go up mountains, expect snow at the top. Titlis and Jungfrau have permanent glaciers. So bring an extra layer.