WINTER comes and Chicago trudges proudly on as if nothing has changed. On a recent Saturday morning, as the city sat beneath a foot of fresh snow, people strolled in Millennium Park, the city’s front yard along Lake Michigan, even as three snowplows scraped circles around them. Still, without violating the city’s code of stoicism, one can find the ideal winter day here by alternating all that outdoor grit with a smattering of permitted hideaways.

Start the morning renting skates at Millennium Park and cruise the ice to cheery tunes booming from loudspeakers. If the line for skates is overwhelming, join the equally large rinkside crowd watching the rush of parkas whipping by; this spot, the McCormick Tribune Ice Rink, is still new enough to make for novel people watching.

More great ideas for a Chicago winter vacation from the New York Times.