If you want a holiday somewhere cold, but with stuff to do, go to Jasper Park Lodge, Jasper, Alberta, in January.
It's Alberta's top golf hotel in summer, so winter is pretty much off season, so prices are good.
Heated outdoor "swim-out" pool. Gym, Lodges by the lake with amazing room service. They have a mile oval ice skating rink on the lake with a hockey pitch in the middle. They have a shopping mall in the basement. Huge lounges.
Listen to the coyotes howling in the evenings. Elk wandering around. Occasional bears.
Loads of activities, even if you don't ski or board. Snowmobiling, dog sledding. hire a car for a few days and go to Edmonton for a couple of days and watch an ice hockey game and do some shopping in the worlds biggest mall with the worlds biggest indoor rollercoaster. Ice canyon walks, walks up the frozen Athabasca river including ice caverns behind the waterfalls that we slid down.
Get on the chairlifts up to the mountain restaurants for lunch.
Icefields Parkway glacier tours.
Proper old style town.
We went a few years ago. Normally around -15c but very dry. Got down to -42c, with 4 days no warmer than -32c.
Skiing was okay down to -25c but lower than that was tough. Couldn't have any flesh exposed and getting breath in was hard.
Was the best holiday we've ever had. Amazing experiences.