The Buffalo Bills may have lost to the New York Giants in Super Bowl XXV, but they clearly have won the hearts of this city.

More than 25,000 cheering fans showed up at a downtown rally in stiff winds and sub-freezing temperatures Monday to welcome their team home from Tampa and to shower them with gratitude.

Despite the team`s 20-19 defeat, Buffalo residents hope some of the luster of its first Super Bowl appearance will rub off on the city, which hasn`t had much to cheer about in recent years.

Fans showed up Monday waving Bills pennants in one hand and American flags (in support of U.S. troops in the Persian Gulf) in the other. Many dressed in the team`s colors-red, white and blue-and alternated chanting

''USA!'' and ''Thank You Bills!''

There was a special outpouring of emotion for place kicker Scott Norwood, whose missed 47-yard field goal attempt in the game`s closing seconds cost the Bills their victory.

Just before the official program got under way, insistent chants of ''We Want Scott! We Want Scott!'' rose from the crowd at Niagara Square until rally organizers motioned him the toward the microphone. The reception as Norwood made his way from the back of the platform could not have been warmer had he made that final kick. The noise didn`t abate until Norwood, fighting back tears, thanked the fans for their generous support.

''I`ve never felt more loved than right now,'' he told the crowd.

Not every city`s fans are so affectionate in defeat. But local residents say they`ve always had class-it`s just that the rest of the nation didn`t pay much attention until they began huddling around their no-huddle football team. Ironically, it took a football team noted for its losing seasons to restore Buffalo`s lost pride.

''The main thing is that we got to the Super Bowl,'' said Sadie Hedgeman, who moved to Buffalo from the South the same year the National Football League started placing Roman numerals after the name of its most significant sporting event.

''The team unified our town. People who normally wouldn`t speak to you started speaking; there was this sense of family,'' Hedgeman said.

In recent years, Buffalo residents also have known a sense of shame. Outsiders joke about the midwinter blizzards that blanket Buffalo and call it the armpit of the nation.

Jerry Butler, a former star Bills wide receiver who now heads his own construction company, said both the team and the city have been seriously underrated.

They`re like a ''Rocky'' movie, Butler explained: ''You take a lot of punches, you`re down on your knees and people are looking down their noses at you. You have to either accept that or come out fighting.''

Informal polls of New York City residents show they can`t locate Buffalo, the state`s second largest city, on a map.

Many New York City residents tend to think of Buffalo-if they think of it at all-as being somewhere near Pittsburgh or Cleveland or some other rusty, steel mill town.

At Monday`s rally, it was time for Buffalo to take a few swipes at the Giants, a team that abandoned New York City for the swamps of New Jersey.

The Super Bowl champions were referred to as ''the East Rutherford Giants.'' Gov. Mario Cuomo-who was born in New York City-declared there is only ''one New York State home team, and that`s the Buffalo Bills.''

Still, some Bills backers wonder whether the Super Bowl loss would become just another bad joke told at Buffalo`s expense.

One local columnist noted, ''On the other side of the ball you`ve got a team that won this thing four years ago, from a city with at least two professional teams for every season, a city that nobody has any trouble finding on a map of New York State.''

No matter.

Although it may never have the allure of New York City, Buffalo-home of those world-famous Buffalo chicken wings-fashions itself as a city on the move. Civic boosters note that a recent free-trade agreement with Canada has created many new job opportunities here. The population of 328,000 is said to have stabilized following the closing of area steel mills over the last two decades with the accompanying loss of thousands of jobs.

Buffalo`s Chamber of Commerce, like its football team, is aggressive about boosting the city`s image-even to the point of defending its weather. They note that Buffalo doesn`t even have the highest snowfall in the state, let alone the country.

''Most of the bad rap comes as a result of our weather,'' said Jordan Levy, owner of a local computer software firm. ''With all due respect to Chicago, I`ve been there on a lot of occasions, and with the exception of our once-in-a-decade 12-foot snowstorms, our weather is better than Chicago`s.''

Levy, who said he has moved away from Buffalo three times only to be drawn back, said there are tradeoffs.

''There are advantages,'' he said in the midst of a Super Bowl party he threw for his friends. ''We can leave for the airport 15-20 minutes before our plane takes off. We can buy a home for $120,000-four bedrooms, three baths on half an acre in a nice school district-and eat out every night of the week for $25 for two people.''

Those perks notwithstanding, some Bills fans fear their Super Bowl celebration may be short-lived.

''It was nice going to the Super Bowl,'' said Adrian Meadows. ''But no one remembers the team that lost.''