You need both a more interesting and a more phsyically challenging routine (what you described won't come close to getting you fit or keeping you fit).
Even though it is cold, working out outside is not a bad option, you just need to dress prooperly for it and do something you enjoy. Skiers are getting a good workout and it is alawys cold when they exercise!
Other exercise options include:
Take a class at a gym - this could be anythign from hot yoga to pilates to zumba to spinning to crossfit. Just pick something that sounds fun and challenging. This is probably the best bet if you are social person. And gyms don't have to be expensive. If you have them, check your local city recreation centers for gyms that are usualy much less expensive than the private ones. And get a friend to take the class with you, having to meet him or her there will help keep you motivated.
Pick a sport instead of boring exercises. This would include things like skiing, snowboarding, tennis, horseback riding, skateboarding, crew, volleyball, raquetball, etc. Sports are fun and you forget you are exercising. If it is team sport, you won't want to let the team down by not showing up. If you want to compete, you will want to put in the practice time to do well at the competition.
Consider running or walking (indoors at the mall is also possible many places in bad weather). Invest in a treadmill or rowing machine. Using a machine like this, you can also watch a dvd or the morning news or with a treadmill, you could even read.
Exercise videos can also help. They will be more varied and challenging than your current routine and possibly more fun. You will be less likely to slack off too as they set the pace.
Dance is lots of fun and essentially free if you already have a way to play music. Dance to upbeat music early in the day and you will feel pepped up when you finish. You can even ham it up and sing along with the music.
A personal trainer can help you find something you wenjoy and more importantly give you exercises that will be more physically challenging than those you are doing.