Here are some of the best ideas that I've found so far. I plan to put them to the test and let you know how they go.
The Muffin Tin Game.
This involves taking a standard size, 6, 12, or 24 muffin tin and placing small treats or pieces of kibble in each cup. Then put tennis balls in about half of the cups so that they cover the treats/kibble. The dog will have to find a way to remove the tennis balls to get all of the treats.
See the entire description here: http://dogtrainer.quickanddirtytips.com/play-games-bad-weather.aspx
Go Wild and Freeze.
One method of Go Wild and Freeze is to dance around and get your dog excited. Once your dog is throuroughly excited stop moving and ask them to "Sit" or "Lie Down". As soon as your dog listens to the command start dancing/jumping/moving around again. Again, once your dog has joined the dance party ask them to "Sit" or "Lie Down". Once your dog is getting good at this game you can mix it up with different commands and longer periods of time between "Going wild" and "Freeze". This game is designed to work on your dog's self-control and teach them to listen to you in different situations.
See the original description here: http://dogtrainer.quickanddirtytips.com/play-games-bad-weather.aspx
This game goes by many different names, and can be played many different ways but this is a pretty simple version. Take 3-4 plastic cups and some small treats or kibble. Place a treat under one of the cups and wait until your dog gives you a sign that it knows the treat is in that cup. This may be nosing it, touching it with a paw, or laying in front of it. The more you play the more creative you can get.
See the simple verion here: http://www.agilitybits.co.uk/games/indoor/indoor.html
Watch a much more in-depth version of the game here! (Something to work towards?)
Another game that involves a little more training is the Name That Toy game.
For this game gather up a bunch of your dog's toys that look different. For example you could use a stuffed pig, a bone, a ball, a stuffed porkchop, ect. Take one toy at a time and throw it a few feet saying loudly and clearly "Where's your PIG?" or " Where's your " BONE?". When they return give them lots of praise and then do it with another toy. Continue to do this for awhile. Next set out more than one toy and tell him/her which one to get.
See the complete game description here:
Once your dogs get used to the names of objects you can teach them to do all sorts of fun things! I've seen dogs trained to put away their toys, get the remote, and shut cupboard doors.
If you're like me and want to beat your dogs boredom during this cold spell give some of these games a try, and feel free to report back!