We try to make the best of it too:
Hunting-a group of guys going 200 miles north to drink in the bars up there and maybe walk through the woods once or twice.
Downhill skiing-Boyne Mountain in Michigan is great Ride the chair lift up and head to the eagles nest for a few drinks then ski down and sit in the snow flake lounge at the bottom of the hill. Their St. Patrick's day party is pretty good, make sure to bring your beads.
Snowmobiling-Head over to mancelona and drive 70mph from bar to gas station to bar, it's not a good idea to drink at every bar though trees and sleds don't mix well.
It's not boating but it helps pass the winter away.