Eden Prairie Ice Castle

Two years after building an ice castle next to the Mall of America, the Utah-based company behind it returns to Minnesota in a new location: Eden Prairie's Miller Park. Instead of using blocks, Utah ice sculptor Brent Christensen uses icicles and water to create the glacier-like structure, complete with walls, tunnels, archways and thousands of colored LED lights. New additions include appearances by the "Enchanted Frozen Sisters" and an ice princess, as well as fire performances. (Daily through March 7. $6.95-$12.95, $25 season pass. Miller Park, 17970 E. Miller Pkwy., Eden Prairie. www.icecastles.com/ep.)

City of Lakes Loppet

Since 2002, the Loppet has become one of Minneapolis' favorite winter traditions for experts and amateurs. Thousands of skiers, snowshoers, skijorers, dog sledders and fat bikers will gather across the Chain of Lakes for a series of "loppets" — competitive and noncompetitive treks — as well as the popular Luminaria Loppet on Jan. 31 and races from Theodore Wirth Park to Lake Calhoun on Feb. 1. The weekend also includes a snow sculpture contest, a Surly beer garden, food trucks and opening night fireworks. (Jan. 30-Feb. 1. $15-$120 registration, spectators free. 1301 Theodore Wirth Pkwy., Mpls. www.loppet.org.)

Art Sled Rally

The Art Sled Rally — a uniquely Minnesotan tradition of building a sliding contraption and then riding it down a snowy slope in Powderhorn Park — returns for its eighth year. The free community event encourages kids of all ages to create an artful sled out of cardboard, wood, steel or anything else with sliding capability. The only requirement: It must be crafted in a "fashionable, ridiculous or artistic way." Get help building yours in advance at Bedlam Design Center (10 a.m.-3 p.m. Sat. -Sun., 5-9 p.m. Tue. and next. Thu., 2714 E. 27th St., Mpls.). To secure a slot in the lineup, arrive at Powderhorn's western slope by 1:30 p.m. Jan. 31. (2 p.m. Jan. 31. Free. Powderhorn Park, 3400 15th Av. S., Mpls. www.artsledrally.com.)

Polar Plunges

Among the craziest things Minnesotans do: diving into freezing water for sport. The annual Polar Plunge pops up at lakes across the state, with thousands jumping in to raise money for Special Olympics Minnesota. The Lake Calhoun edition on March 7 is the largest, with additional activities including snow volleyball, an ice carving contest, a 5K walk/run and ice bowling. (Jan. 31-March 21. www.plungemn.org.)

Winter Farmers Markets

Though outdoor farmers market season is on hold until the snow melts, you can still take advantage of locally sourced goods. Stock up on fresh produce, pastured eggs, meats, cheeses, locally roasted coffee, honey, chocolate, gluten-free baked goods and handmade crafts from more than 80 vendors, plus live music, craft cocktail samples and an art market. (10 a.m.-1 p.m. Feb. 14, March 7, March 14 & April 11. Mill City Museum, 704 S. 2nd St., Mpls. www.millcityfarmersmarket.org.)

Ice Skating

The two most popular ice-skating options in the Twin Cities are the Depot, an indoor, 15,000-square-foot rink in downtown Minneapolis, and Wells Fargo Winter Skate, located against the backdrop of Rice Park in St. Paul. While the Depot is about twice the size and offers a respite from the cold, Winter Skate is decidedly more charming (and free). Both spots offer ice skate rentals. (The Depot: Through March 20, $6-$9, 225 3rd Av. S., Mpls., www.thedepotminneapolis.com. Winter Skate: Ends Feb. 1, free, Rice Park, 109 W. 4th St., St. Paul, www.wellsfargo­winterskate.com.)

Minnehaha Falls Ice Waterfall & Caves

When it comes to the natural wonders of winter, Minnehaha's frozen falls are tough to beat. The 53-foot waterfall is truly a sight to behold, giving the magical appearance of liquid suspended in motion. When the ice begins to melt, a similarly magical ice cave is revealed, which the brave (or foolhardy) may risk spelunking. Unfortunately, the 108 steps going down to the falls are closed during winter due to slippery slopes, so enter at your own risk. (Near Hiawatha Av. & E. Minnehaha Pkwy. in Minnehaha Park, Mpls.)