If cold weather is forcing you to move your workout inside, you might want to investigate the fun to be had while indoor-rock climbing. There are tons of rock-climbing gyms with artificial structures made to look and feel like real walls of rock. Learning to rock climb indoors in a safe and controlled environment is a great introduction to the sport if you're looking to rock climb outdoors someday.
Not only does it do an amazing job of strengthening your upper body and your legs, rock climbing is great for women since our center of gravity is at our hips. This makes gals really great at maneuvering our bodies up the wall with grace and efficiency.
Check out your local climbing gym and sign up for a beginner class that emphasizes the basics of climbing equipment, knot tying, safe-climbing practices, and belaying. You'll pay a flat fee for the lessons and any equipment you may need such as shoes and a harness.
Some places even offer women-only classes taught by women that offer a supportive environment for learning and perfecting climbing skills.
Fit's Tips: Check out this site to find a rock-climbing wall or gym near you.