The winter blue's are often what psychologists call SAD, seasonal affective disorder, a type of mild to moderate depression. For people who suffer from this, the best, most effective solution is full spectrum light, either artificial or natural. Natural of course is best.
Get outside! Go for a walk in the sun. Build a snowman or a snow fort. Learn to ski.
Another great way to help offset the effect is chocolate. And what's better than an big mug of hot chocolate after playing outside.
The important thing is not to find yourself staying in bed all the time. Use the holiday's as an excuse to get out with friends and families. Go shopping. Go walking. Go for a drive. Anything, but keep going. Spring will come before you know it.