Depending on where one lives, there are still small game, hog and varmint seasons (crow, coyote, black birds, etc) open, spring fishing is beginning, and turkey season is around the corner. Often in years past, we used this time of year to cast up large amounts of lead bullets and reloading for the coming spring/summer/fall pistol comps and practice sessions. That was on cold and/or raining days between the warmer days and early crappie and white/black bass fishing. Also, I spent a decent amount of time on my home range practicing for the upcoming spring/summer rifle matches in high power and small bore - weather permitting.
Now and in this state, I spend much of the remaining winter in the shop reloading, swaging, casting, minor gunsmithing and maybe a couple of barrel changes as needed. And of course, some time on various shooting and hunting forums. I never really caught the ice fishing bug, but several of my friends take that route.