Bundle up in warm coats and hats and head off for an adventure at the beach! Your family will enjoy exploring the shore during the snowy season. Build sand castles, play catch or collect shells -- all the things that you would do during the summer. Bring along a picnic blanket, an assortment of sandwiches and a thermos full of hot chocolate or cider. Don't forget about sunblock -- rays are still strong, even in the winter months. No beach nearby? Lakes or riverfronts make great substitutes.
While you'll want to avoid the icy water, don't be surprised if you stumble across a gang of extreme swimmers getting ready to take a dip. Polar Bear Clubs -- featuring brave folks willing to plunge into arctic-cold oceans, lakes or rivers -- have sprung up across the country. No shame in being a spectator; it's lots of fun, and certainly warmer, to check out the event while remaining safely on land.