We have a beautiful state park nearby that I visited recently.  They offer cross-country skiing, snowshoeing and sleigh rides!  All in the winter of course.  Something about the sound of the bells and the crunch of the snow while sitting wrapped in a blanket being pulled by beautiful draft horses.  Just a great outing with the family on a weekend.  Pack some mulled cider in a thermos and enjoy the ride.  I encourage you to visit your local state parks wherever you live.  They offer so many wonderful ways to enjoy the outdoors and are usually quite educational as well.