Brisk walks can keep you pretty warm. (Tip: real wool helps, you can get some cheap in thrift shops too.)

i do fitness walks, snowshoeing, ....and I go to contra dances in my area for an incredible 3 hour workout twice a month, complete with lots of laughing and fun!
Here's what contra dancing looks like:
http://www.youtube.com/watch?v=j9L0dz3qmsc
One 3 hour dance actually gives me a much bigger workout than a 50 mile bike ride!