I’ve been a sort of snowshoe evangelist for the past several winters, and especially this incredibly snowy one (we got more snow on Christmas than we have any year since 1950!). Of all the winter sports, this is the one that requires the least skill and the least investment: if you can walk, you can snowshoe, and a pair of shoes that set you back less than $100 (far cheaper than most skates, skis, and snowboards) will take you into wintry places you’d never get to by yourself. And you can do it pretty much anyplace with good snow cover: around the block, through the park, across the yard. Our favorite spot is the oak savanna preserve on West River Parkway, a few blocks from home.
Sledding, I suppose, is a cheaper winter sport–a decent saucer sled shouldn’t cost more than $10, and you can get a few runs out of a piece of cardboard before it disintegrates–but you need a hill to do it. And hills are sometimes hard to come by here on the plains.