Alternitives to exercising dogs in heavy snow?

[Suki Wingy]

Hi guys.
Niño has a load of energy he needs to burn, only problem is we have quite a bit of snow, expecting more tonight. He gets cold very easily, and the places where the ice and snow has melted are full of that salt that hurts his paws. We have a fenced in yard but he gets really cold and wants to come in soon, then he still wants to play more.
Is there any sort of place I could take him, preferably free or very cheap that he could burn off some energy? We have a doggy daycare but it is expensive and I worked there for about a week-- I don't like the owners or the way it is run. Would be benefit more from some sort of training or just getting to run around and play?
We're in N. IL, if that helps.