What's the key to working out during Winter?!

So, I've come to the realization that I must exercise in order to keep my figure where I want it. But winter is a tricky situation with cold weather and constrictive clothing. What is the key to working out during winter? Is it a good heater? Is it walking outside in the snow? I haven't figured out what makes a healthy winter routine yet, but I think it is an entirely different routine than summer exercise. I believe the intensity and duration of work outs are shortened, and making time for walks outside is critical. Gym time is especially important if you can afford it (I can't). For us mere mortals it may be several short walks outside, when there's no risk of frostbite, each day that can get us through the winter. Winter sports are fewer, yet available to those who look for them.