By the way, this is my official disclaimer that these ideas come from a mid 20s man and may be less than perfectly safe for all age groups...
Winter picnic. Every year my dad would load us all up and drive into the mountains where we'd have a picnic or roast hot dogs. Sometimes there would be 3-4 feet of snow where we'd go so we'd take along the sleds too.
Christmas movie marathon - libraries are a great free resource!
Hooky-bobbing. Ok, so here is where my previous disclaimer may be most useful. In Montana we don't salt the roads so it was easy to do locally, but around here you may need a snowmobile or 4-wheeler. We would hook a sled up to the back of a suburban and my dad or an uncle would drive us around. The nice thing with this is you can moderate your speed according to the age of your rider.
|Not what I had in mind...|
Shovel a random driveway.
Search for great Christmas light displays.
Serving a meal at a homeless shelter. I don't think I did this until I was in middle school and I did it with my Boy Scout troop, but it was very eye opening and to this day I still have a heart for the homeless.
Ice skating. Manhattan Square Park in Rochester is fantastic and only costs $2 to skate and $3 for rentals. (Kathryn and I went there after I proposed last December).
Cards and board games! Monopoly and Yahtzee are personal favorites.
Matinee. Our family tradition is to see a matinee together on Christmas Day.
Collect cans (and search your couch) and give the change to the Salvation Army Red Kettle workers.