How to work out on gloomy or wet cold days

It seems so easy to workout when it's sunny and warm out - what a treat to go outside for adventure and play.  Running, biking, hiking, snowshoeing, kayaking, swimming - whatever your pleasure.  Even when it's snowing out it's fun to go play outside ... but what about those icy, sleety, cold, rainy dreary days?

I remember when I was a serious runner back in the day - I'd just suck it up and get out there.  Nothing wrong with that - especially with today's thin goretex layers, synthetic clothing and non-scratchy wool like smartwool - thin layers rock in weather like that.

I moved up to the mountains a little over a year ago - I used to live in the San Francisco Bay area.  So, I've now learned many ways to exercise in the snow, but don't really like the cold rain ... really there's several options:
1)  join a gym and go workout there - there's cardio, weights, etc... I know, obvious.
2)  there's climbing gyms, yoga studios, rec centers (in Truckee, I've seen indoor lacrosse, soccer, wrestling, judo, etc...
3)  speaking of judo, there's always martial arts studios
4)  and there's great aerobic, weight lifting, martial art, yoga etc... DVD's - my latest favorite is P90X!

P90X is a 90 day program with DVD's that's super well planned out and the X stands for eXtreme home fitness - all you need is a yoga mat, pullup bar and some dumbells.  Tony Horton is the instructor and he's quite fit to say the least.  For any video or fitness program, it's best to pace yourself and listen to your body - being consistent is the key and the only way to be consistent is to stay healthy and not injured.  you can find the workout series at www.beachbody.com - they have the dvd's, equipment, recovery drink, snack bars, vitamins, etc... there.

I know, this sounds like a commercial, but it's very well designed to confuse your muscles with yoga, weights, stretching, warmup/down, kenpo kickboxing ... there's also a great nutrition book.  I'll share more about that later ... so, what's your favorite workout on a yucky day?