Someone from Toronto is asking about winter activities, I would think you'd be expert in this area.
With the right coat, hat, scarf, gloves, and shoes you can do anything in NYC in winter that you would do any other time of year. Well, maybe skip the boat ride to the Statue of Liberty & Ellis Island, the Circle Line tour, riding on the outdoor upper deck of the sightseeing buses, and maybe the Intrepid. Particularly great in winter are: any and all of the museums, shopping (duck in and out of shops and stores), theatre, Lincoln Center or Carnegie Hall events in the evening, Sunday services at any large church (St. Patrick's is particularly good), lectures or events at the 92nd St. Y (see their website for calendars), the CNN tour at Time Warner Center, tearooms, hot chocolate places. NYC is wonderful in winter, any time of year!