Some interesting replies. I've actually just discovered a workable winter concept, which is cross country skiing, or even better, skijoring, which is basically cross country sking with a belt around your waist and a bungee cord, hooked up to a dog on a harness. Ok obviously the dog needs to be winterized, decent sized and you'd have to spend some time training him. But he will pull you along nicely, and you are helping, too, so it's not all on the dog. Obviously people use dog sleds but most of us don't want to keep a team of dogs, this is a smaller and more workable version of that for many of us.
I definitely recommend a bike trailer for putting your gear in...a heavy pack is murder on your back and will through off your balance, much more manageable if it is being pulled on a rolling trailer.