For my family we have one word for winter – Wii.
I am not an advocate of video games but this is way different! We received this as a Christmas present last year and it really helped with the winter. You have to stand and actually do the motions of whatever you are playing and it is a great way to remain somewhat active. This is obviously for older kids like 4 or up but it has really helped bring my family together over the cold winter months. We have bowling tournaments and Olympic game nights. Lukas, myself, Brigitta, Natalia, and Analina can play and we just have a great time. This is amazing in that EVERYONE can get into it unlike some board games. To keep it special it is off limits when it is sunny outside and the family is able to get outside and play. We bring it out on rainy days and cold winter months.
Some ideas for younger kids:
Pots and pans band – everybody grabs something to make noise and you parade around the house.
Follow the leader – take turns being the leader and marching throughout the house. The leader has to come up with silly things to do.
Water color – either the little water color sets or those paint with water books.
Beach day – Everyone dresses up in summer garb and you enjoy smoothies, beach music, throw an inflatable beach ball around, etc.