For many this can be a real problem that leads to severe depression so it's an important topic to consider. I know in where I live our lives are affected a great deal by the winter months. Especially if you are active and not into the winter sports of skating, skiing, etc... One remedy is to take advantage of what is available to you and not to become a recluse and hibernate for the winter.
I'm pretty active year round, kayaking, horseback riding, and running but in the winter months this is really cut back. Soooooooooo, one way to I tackle this problem is to make sure I'm eating properly. Up here in Canada eating properly in the winter months can be expensive, but what the heck I'm worth it. You have to eat lots of fresh fruit and vegetables, and salad stuff. Fruit includes, lots of oranges, kiwis, blue berries, apples, and get your sugar from fresh pineapple. On the veg side, eat lots of sweet potatoes, dark greens, leafy veg (spinach, cabbage, broccoli, kale). For salads make sure you have lots of cucumber, peppers, lettuces, tomatoes, onions (all types), mushrooms, cut out your fat and dairy. Voila... happiness... Well for me maybe ha, ha.
As far as activities go, since I don't do the "Canadian Sports

" I jog for 30 minutes each day to walk for an hour, and throw in a couple of minutes for crunches to maintain my slim trim figure (OK, I know I'm a girlie girl).
I guess the big thing is to try and stay active try something different, something new, stimulate your mind and body

Steph