For an urban oasis in the heart of the city, head to Northerly Island on the Museum Campus off Lake Shore Drive. Not actually an island, this park juts out into Lake Michigan. During weekends in January, when there's three or more inches of snow, check out free snow shoes and cross-country skis for the whole family and get some cold-weather exercise. Equipment can be checked out 10 a.m.-4 p.m., while supplies last. Snowshoeing is recommended for kids 6 and up, says Marta Juaniza, spokesperson for the Chicago Park District, which oversees the island.