Hellobee Boards

there is an indoor play park here too, they offer either annual memberships or discounts thought! So it's not too expensive.
J still plays outside a lot though, even in the winter. He loves the cold and the snow.

Have you checked any open gym times? Our community center/early education center does Saturday morning open gym times for $2, as well as the local YMCA (free with membership). We have a YMCA membership, so swimming and having him go to kidstuff while we work out is a frequent activity- and he loves it there.
Similarly, the early childhood education center does music classes or toddler/preschool classes for a decent price on weekends or weeknights.
Oh - and the library. We love it there. We also found another library 20 minutes away that has a play space! Maybe check out neighboring city's libraries to see what they have? Some are really cool these days!
Are there any coffee shops/malls that have playspaces? We don't have any here, but I've heard it's becoming more commonplace!

I kept DS in most of last winter because he was a preemie and flu season was terrible, but this year I'm planning on doing more with him! We already go to a lapsit story time at the library, and sometimes we go to the mall and play on the indoor play stuff there. Chuck E Cheese is always a good option too!

indoor play area (there are 2 around here)
library
ballet class
open swim at indoor pool, swimming lessons
open gym at YMCA
visiting grandparents
childrens museum

Do you have a Barnes and noble nearby? They do story time, and often have kids play train tables, etc. Also check any local toy stores. One in my neighborhood does story time twice a week, also, and they have a great train table as well. Obviously not a full day activity, or anything, but if you just need to get out of the house for a bit