The best is if it's a pleasant winter day and we can dress really well and go shovelling, sledding, for a walk in the woods, outside in the yard, or just for a picture-taking stroll. The cold air is so refreshing, and it feels so good to come back inside. It keeps the boys' energy levels in check, and if there's snow, they're occupied for hours. (Thinking of the fresh air, you should hang your scarves out on the clothesline for the day. They will smell amazing.)
To address the darkness, we light candles. Always beeswax, some of which I've made, and some which a friend made for us. We light them for candlelight while we eat supper, and I usually have one burning on the stovetop for the evening.
Everyone (myself included) finds it easiest to hunker down inside during the winter, which might mean seeing less of friends and people you genuinely like. So a few years ago, we instituted a midwinter potluck which we host at the end of January. Everyone seems to enjoy having something to look forward to at this time of year, and it's a great way to see everyone, and try some new foods, if you're lucky. It's really one of my favourite days of the year!
Baking serves to warm the house, make it smell amazing, and provides delicious snacks. (And I find it soooo relaxing.) My Dad loves his white bread - this was a batch I made for him before Christmas.
A couple other little things that I find helpful during these cold months: taking fish oil capsules helps my finicky skin immensely during the winter. I also find I need to exfoliate regularly - you can make a lovely scrub easily and inexpensively. I love using my LuSa Organics lavender lotion bar at night (no one paid me to write that - I just love it!). It's a lovely scent to fall asleep to.
I hope that one of these tips will make your winter a little bit more pleasant!
Edited to add: I can't believe that I forgot the thing that I do every winter to make the last several weeks cheery and to remind me that spring will come again! I always force bulbs and branches. Quince are my favourite! It couldn't be any easier - just stick branches in water. Really! Go forth and enjoy!