A fun activity to do in the winter (or anytime really - but since it is indoors, and winter is cold, I say winter) is Paint Nite. Hosted by local bars and restaurants around town, Paint Nite organizes and provides all material for you and your friends to get together to drink, eat, and paint on a canvas.
Different from Paint Lounge, where you get to paint whatever you feel like painting, you choose your location / time based on the specific painting you want to be taught to paint.
There is an instructor that helps turn your canvas from this...
...to this! (See below.)
With very easy steps (okay, no they were pretty difficult for me as I'm not on the creative side), some dabs and mixing of colours, you get to be an artist for 3 hours.
Yippee!!
It was so fun to drink and paint (I think the painting gets better the more drunk you are), and I would definitely recommend doing this with a bunch of friends!