I was the same 2 winters ago (DS born end of August 09) and we found it tricky to fill the time. DS hated being out in the cold or wet so we looked for indoor things to do. We were a bit limited at the time because DS would only sleep in his cot so we often had short trips out and came back lunchtime/just after lunch for his nap.
Ditto the comment about IKEA, it's a brilliant kids 'playground' on a wet or cold day. We often went for an entire morning and killed time opening and shutting drawers, playing in the kids area and having lunch in the cafe. I used to feel guilty about going there without really intending to buy stuff but a lot of families seem to do the same!
Our local ELC was also a good place to go for an hour because they often have toys out for children to play with.
We joined the library and used to have a brisk walk around the town/park then dash to the library to warm up and read books.
We also used to get the bus or train somewhere rather than go in the car because the journey was a novelty to DS in itself. Sometimes we used to get on the train and go anywhere, say 20 mins away, then have lunch and come back again. Not exciting for the average adult but killed time and gave a change of scenery and a sense of adventure.
Are there any children's farms near you? There are a couple near us that are a little cheaper during the winter months and have decent indoor areas with a few animals, ride-on tractors and slides.
As mentioned previously, soft play centres are good at that age, although you do find yourself crawling around them to help out!
Do you have an NCT group or a few friends from the classes/activities you do where you could set up alternate playdates? I still do this in the winter months with my NCT friends and even though most of us have similar toys for the children, they still think it's a novelty playing with them at someone elses house.
I can't add much to the indoor activities that people have already listed. At that age DS always wanted to be out of the house (though not outside in the cold) so we concentrated on trips out rather than activities indoors.
Have you checked out whether any local cinemas have 'screamer' sessions? Some run them especially for parents with children and everyone's in the same boat. Whilst your DC won't understand the film, lots of moving pictures on a big screen (and of course, snacks) will often keep them still and out of the cold for a while.
Good luck x