If you're self-disciplined and have a schedule that doesn't mesh with the gym's (or with riding outdoors), a trainer can be a nice thing to have. I've got a cheapy magnetic one because I'm a poor student. I've been alternating DVD time with intervals (organised according to the whims of my iPod.) Riding inside is pretty boring, but I'll take it over not doing anything.

I'm in southwest Ohio, so similar weather to what you all get. Yes, you absolutely can ride outdoors in winter. It just requires an investment in clothing (a number of layerable pieces is best). I simply choose not to unless it's significantly above freezing and dry, since I can't make that investment in clothing right now because of time and money...and because I'm lazy and don't want to clean the bike after every ride.