You have the kids and you want to get outside and do something fun that won't cost much.  Get or bring some inexpensive sleds, inner tubes, or a toboggan; and find a good hill.  For the real thrill seekers, the Mingo Springs Golf Course has several excellent long hills.  Local residents often go there.

If you aren't that excited about long climbs uphill and/or have very young children, the Wilhelm Reich Museum at Orgonon has a nice slope near the conference building that is often used.  They also have sleds to lend.  You can arrange ahead of time for a regular sliding party, complete with bonfire outside or fireplace inside for a winter cookout and hot chocolate.  A Winter Carnival is held there each January to celebrate winter in the outdoors, complete with sleds, snowshoes, skis, guides, and lots-of-fun indoor activities and displays as well.