I let my gym membership go about a year and a half ago. I did do a 10 week yoga/meditation class once a week at a studio, but other than that, I've been on my own.
I bring my bike in, sometime in December and do a semi-structured training program (i.e., I modify some of the stuff) on the trainer. I have several DVDs, with core work, yoga, functional weight training. However, I do still do a lot of stuff outside, which keeps me sane. Snow shoeing, nordic skiing, hiking, running. I second trying out the chemical hand warmers, to see if you can get outside, even if it's just to do a quick fitness walk. Last year, we bought a treadmill, which I use for intervals, with running/walking, or hill climbing. I figured it was worth it, since I do use it even in the warm weather, if it's raining hard/thundering out.
I know you can't spend to buy a treadmill, but what about getting some aerobics DVDs or buying a step and doing some step aerobics with DVDs or from the TV? You can get quite a good work out with a step routine and it's a nice change from riding.