What kinds of things do you do with your toddler on cold/snowy/rainy days?

I am a SAHM to a 25 month old and a 2 month old, and most of the time we just hang out at home. But, DS1 is starting to go stir-crazy and I'm beginning to feel more confident in taking two little ones out. We've been taking walks and going to he park a lot, but our weather hasn't permitted that every day.

So, what would you do to entertain your LO outside of your home? I'm on a budget, and we need to do something that still allows me to nurse DS2. Any ideas?