Portland is a great city for all types of sports. Bicycling is possible all year around (though invest in a good rain jacket), skiing is nearby, water sports, coast, etc.
Really, those are what keep me sane through the winter. I see many people begin to hibernate here because the weather can be a bit tough on newcomers. I try to remain as active as possible, and a week somewhere with more sun and warmth is great about February.
I wouldn't recommend Salem. I lived there in college and there really isn't much going on there. It is one big suburb.
I often think about experimenting and moving somewhere else for a while, but I make a list and Portland still stands as number one. SF is up there (but TOO expensive) and Boulder, CO is there too. Lots of sunshine, but probably as expensive as SF.