You need to order or download a copy of the Indiana Festival Guide.
Indiana Travel Brochures
Indiana State Festivals Association
I always get a copy when they come out in late Jan. or early February. As others have stated, state parks are pretty nice. Not too hot to hike. Here are some ideas:
-Brown Co. SP and surrounding area. They have a lodge with an indoor water park. In addition, Nashville is a small town with a lot of shops to visit and a few food places to grab a bit to eat. Like Indianapolis, Nashville has their own tree lighting festival the day after Thanksgiving. Just NE of Nashville, near Taggart Indiana is a country store called Gatesville Country Store. There is a stream outback and the lady that owns the store allows folks to pan for gold for a few bucks an hour. I think she also sells and rents panning equipment. They said that glaciers actually brought gold down into Indiana, and there isn't much at all, so your chances of finding some are slim, but it might be fun either way. Just east of here is Columbus, IN. I know they have a small air museum. A little further north up I-65 are two places of interest. For shopping, there is Edinburgh Outlet Mall. If you head up to the actual town of Edinburgh, you have Not Just Popcorn (Not Just Popcorn - Home Page
) A great place for popcorn lovers. West of the town of Edinburgh is the Atterbury State Fish and Wildlife Area. They have a very popular shooting range there, also an archery range, but I've never been there. Head south on I-65 and you get the Seymour area with another outlet mall and the Muscatatuck National Wildlife Refuge. Even further south and you are basically in the Louisville metro are. A few caves in that area, with Squire Boone Caverns and some parks along the way. Also, a little west of here is the childhood home of Abe Lincoln.
-Parke County area. Covered bridges, three large "festival" towns of Rockville, Bridgeton, and Mansfield. In the northern part of the county are two great state parks, Turkey Run and Shades. Welcome to Parke County, Indiana ~ Covered Bridge Capital of the World
-SW you have Bloomington, Morgan-Monroe State Forest, and further south you will hit Spring Mill State Park near Mitchell, IN. They have a pioneer village at Spring Mill SP, though I think it closes down when weather gets really cold. Also in this area is the Hoosier Nat'l. Forest.
-SE you have Metamora, which during the first two or three weekends before Christmas they have a "Christmas Village." Metamora is similar to Nashville, IN, but a little more spread out. They line the streets with luminaries. I highly recommend a trip to Metamora. Dress warm! They also have an old grist mill that still works and they will have two barrel fires going to warm up if need be. Also in this area is Brookville Reservoir. There are a few state parks and rec areas around the reservior.
-Indy area: A ton of municipal parks. Ice staking is a popular winter activity, a few places in the metro area to ice skate. Another thing is to check out Holcomb Observatory at Butler. A good date place. Holcomb Observatory & Planetarium Home - Butler University
-Another solely winter activity that is popular in Indiana is the toboggan run at Pokagan State Park north of Ft. Wayne. I've yet to go there, maybe this winter? I have wanted to go for years now, but always forget about going or have other things going on.
There is actually a lot to do in Indiana, but for some, you have to be willing to drive a few hours.