Civet - you beat me to it!
Other than that game, I cant think of too many enjoyable indoor exercises... well, there's jumping rope (which isnt always so easy indoors), jumping jacks, punching bag, or exercise bikes/treadmills (not a cheap solution).
I've started doing some running lately, since its unseasonably warm. However you're right, it does suck when its cold. I hate getting all sweaty when there's a cold wind blowing in your face -- it sucks!