Exercise - Running

So I love to exercise, I feel so great all throughout the day when I exercise. Problem is I live where it snows. So... I either have to buy a treadmill or get a gym membership during the winter and even with a gym membership I still would have to drive in the snow to the gym (5 miles on HWY into town). I must say that the snow makes it very inconvenient for those of us that enjoy a nice jog outside. I'm not really sure what I'm going to do in place of running outside yet. I'm afraid I wont find anything. I have looked into getting a treadmill but they are so bulky, not really that expensive if you go to craigslist.I'm not sure what to do as far as exercising in my home, but I'd take any suggestions???