With the Alps and the Pyrenees in easy reach, there is ample opportunity for a skiing or snowboarding break, but if these options aren't exciting enough for you, you can try ice climbing in Champagny-en-Vanoise. Test your strength by ascending a 22-meter artificial ice tower from December to March. If you're feeling really adventurous, you can also paraglide in Champagny.
Take a short break to the French city of your choice, from Lyon to Lens. Romantics may want to plan a Valentine's Day trip to Paris, but for somewhere different, try Lille. Easily accessible from London by Eurostar in under an hour, Lille was the European Capital of Culture in 2004, and its location bordering Belgium gives it a Flemish feel.
Visit the carnival in Nice through March 8, 2011, or the Winter X Games, the annual winter sports competition, which will be held in Tignes from March 16 to March 18, 2011. In December, Lyon hosts its annual Fête des Lumières, when the city is lit up in various colors for four days in thanks to the Virgin Mary. Different light shows are held each year.
If you are coming from colder, grayer climes, the beach areas in the south of France may be able to offer you a serving of sunshine in the middle of the winter dreariness. Cities like Nice on the south coast of France boast average winter temperatures that can reach the teens (in degrees Celsius) or the 50s (in degrees Fahrenheit), and an average of five hours of sunshine per day -- refreshing if you are used to freezing conditions and endless clouds.