Baking is a good activity when it’s too cold to play outside. I use one of Hugh Fearnley-Whittingstall’s chocolate recipes for choc chip cookies (scroll down to the bottom of the article).
EDIT 06/06/12@: To get squidgy cookies, whip them out of the oven as soon as the outer edge has coloured. Mr W prefers them crunchy like biscuits though, so for him they need to stay in a bit longer. Add 50g of chopped nuts for a nutty variation.
I also made some bread. It’s nowhere near as good as Waitrose bakery bread but I enjoy producing a loaf purely by hand.