My DS is very active so its been very hard to keep him happy when its so cold out.
i have been taking him to the library a lot, my local one has a great kids section it has a big open space, we read some books and i can just let ds crawl around.
The toy library is also good, i try to go there once a week to get a few differant toys.
If the sun is out i rug him up really well ( like a couple of layers and a polarflecce coverall) and take him to the park and let him go wild, he loves it and always has a great sleep after.
At home i have one of those tunnel things which is always fun, pots and pans and plastic containers are good too.
Luckily it looks like the weather is getting better.
HTH