I too go out most days ...... I feel the benefit of even being outside for 20-30 mins far surpasses running and dancing inside. The fresh air makes them eat and sleeP better. Plus as Reggio said it is a learning experience for the children .... They all have to learn to put their gear on by themselves as they will all be going off to school by 4 at the latest (here in Ontario) so they all need to learn how to master these skills. Most parents are too rushed or dont have the patience to allow the child the opportunity to learn. If we don't go outside all winter then next thing you know you have a 2.5 yr old child that can't even do the most basic thing like put on their own boots or flip their coat over their head. I have 5 dck and my own 3 yr old and he and my 3 yr old dcb can get dressed themselves and I help the 4 youngest and I do the same as Reggio and do all the pants then all the boots and thrn all the coats ect so everybody us all ready at the sane time..... Really only takes about 10 mins to dress them all. That being said I don't go out when it's below -10 because I have two infants that don't walk and one even refuses to crawl outside he just sits there and cries and it's truly not a fun time..... I'm hoping this really cold weather passes quickly so we can get outside .....
As for what to do with the kids ..... Get them making snow angels, or play follow the leader, shadow tag, make up a little obstacle course .... If your in a subdivision just go for a walk.