I let him run around with his jolly ball indoors and outdoors. It is loud but gets a lot of energy out (another option is a milk jug or the like). I also play in the snow with the Jolly Ball. I bundle mine up in his coat and we play in the front lawn with the ball until I think it is best to go inside before we get to cold.
You could also try training exercises. We used to play hide and seek with mine. One of us would stay with the dog and the other would go into another room and call for him. He would go running for that person.