Get Plenty of Rest
Bears hibernate for months on end. That's what winter is for. Sleeping is a great form of escape and also a way to rest up for the exciting spring and summer ahead. If you can't fall asleep on cue, help it along by reading dull materials, or get some meditation CDs that help you relax.
Get a full spectrum lamp
Since natural sunlight is scarce, boost up your mood with a light that simulates it. They are available at home furnishing stores or online.
Indulge in a hobby
Once you're done sleeping, dig out something fun to do. Perhaps you love to knit but haven't touched the needles in ages. Maybe you want to brush up on your painting skills.
Organize
Even less creative endeavors, like organizing that closet that always has stuff falling out on your head, can keep you busy and feeling productive.
Go outside anyway
When you've taken all the indoors you can take, suit up and go out. Try to pick a day that is not infused with a raging storm and make sure to dress properly - hat, gloves, boots, thick coat, long johns, and a scarf - go for the works.
Get out of town
The most drastic of cabin fever cases will benefit greatly from a ticket to the Bahamas. If you cannot afford such a trip, take a mini-vacation to a spa, gym or even a shopping mall where you can move around and revitalize yourself.