If the temp is just cold, I'll bundle them up and let them run around the deck for awhile. If it's snowing or raining, I try to entertain them indoors with hide and seek, throwing the ball, and maybe learning a new trick.
We also take them for car rides more in the winter. They love it and get so excited that they're usually exhausted afterwards. Winter started early here (we're supposed to get a big snowstorm tomorrow), so I'm already planning on outdoor time tomorrow before the snow starts.
