For some inexpensive fun, look no further than your own backyard or local park. Bundle up and head outside to play in the snow. You could build a snowman, have a snowball fight, build a fort, make snow angels, and more.
Gather the family together for a weekly movie night. Each week, one member of the family is in charge of picking the movie and a treat. Rotate through until everyone has a chance to pick. You could even pick themes for the movie that is selected (ex. Holiday, Disney, etc.)
Volunteering is a great way to spend time with your loved ones as well as doing good in your community. For example, there is always need at local food banks, especially during the holiday season. You can even look for opportunities in your neighborhood, such as baking cookies for someone who lives alone or shoveling the sidewalk for an older neighbor.