Having a little one is very hard, especially in the cold weather, but if you bundle up the little one in the stroller you could go to your local planetarium, or childrens museum, or we have a fun indoor aquarium here that my daughter loves. I think it is important to get yourself out of the house at least once a week to do anything really. I usually do something like this every wednesday for my little girl and she loves it.
Other than that I would just try to play different games or, they have music classes that 2 1/2 year olds can go to for 30 min. It might give you a nice break, just check with your local community and they will have an activity calendar.
Hope this helps.