Snow shoeing is a heck of a work out and relatively inexpensive. As is hiking (until you start to take either sport seriously). My best advice, avoid a gym until mid February. That way there the New Years Resolutionists have a chance to return to whatever lifestyle prompted them to join the gym in the first place.
There are all kinds of body weight exercises you could do, you could even do something as simple as walk laps around the campus. Buy a sled or a snowboard and find a community hill you can go play at. Sound silly? March up that hill 20 or so times a night. For now, just get out and do something you enjoy.