Well, hiking is pretty much out this time of year - too slippery and icy. If you don't mind spending time huddled up in a sleeping bag in a tent for warmth, you could go camping. Someone you know probably has a tent and you can probably by a very warm double sleeping bag with one of those synthetic fiberfills that is as warm as down.
They make little footwarmers you can light and throw in the bottom of the sleeping bag but you can only use them while the tent flap is open since they consume oxygen and put out carbon dioxide or worse. That said, maybe you could prewarm the foot end of the sleeping bag with one.
Cooking with a camp stove can be kind of fun, provided you don't forget to bring anything - like pots, matches, soap, propane or charcoal, food, water, etc.
There are a lot of science fiction conventions going on around the country all the time. You could search around the web for one of those coming to a city near you sometime in the next few months. The rates are usually pretty reasonable and you could wind up getting a price break on staying at the convention hotel, if you are lucky. Check into that.
Skiing is popular this time of year, albeit a little expensive if you don't have your own skiis and stuff. If one of you breaks a wrist or leg though, don't blame me!
There are some horror film conventions/showings going on in various cities in the US a few times a year. The next one coming up that I have heard of is going to be held in Chicago. Misty Mundae is going to be at that one. She is just a couple years older than you and your boyfriend, so if either of you has ever been interested in film or acting, that could be interesting. You can scout around on the web with Google or by hunting for a low-budget horror film site and seeing if they can tell you where/when the next one is.
Those are some ideas. To find specifics based on where you live - as usual, Google is your friend.
Here are some other sites that are pretty cool that can help you find upcoming events for a particular area. Try finding out zipcodes or city names of places you think you might possibly want to go; the nearest cities to where you live, at least.
By the way, 43places has in-depth information - and color photos - of interesting cities and places to visit. So, if an event just is not in the cards, maybe a museum or outrageous rock club could be just the ticket.