Later this month, we will be heading up to Arrowhead Provincial Park to go skating. Yes, it is a long drive to just go skating, but in the wintertime they freeze a section of the park so that you can go skating through the forest in a roughly 1.5km skating loop. As a bonus, during some Fridays/Saturdays, you can do night skating where the path is lit by tiki lanterns. Sounds like it will be interesting.
Along with this, they also have free snowtubing (at least for winter 2014/2015), snowshoe trails and cross country skiing. Don't worry if you don't have equipment because they provide rentals for all the activities listed.
In the summertime, they have canoe, kayak, and mountain bike rentals!