Skijoring: you're on skis pulled by a horse. I'm sure some exist around Geneva. http://en.wikipedia.org/wiki/Skijoring

Snow sleding: lots of that happening in st-cergue, just 30 min from Geneva

Snowshoeeing - almost all mountains propose this activity

And sledging - you may find best sledging places through myswiterland website

Skijoering is great - and you can do it in Avoriaz or Morzine which are pretty close. 

Also, there is a Geneva horse-trekking group on glocals which organises rides for all levels, including really nice treks in the winter in snowy areas. I did one with them last year and it was really beautiful.

Snow-mobiling is also lots of fun - I think there was a buy-club deal for it last year too maybe? If none this year there are quite a few places around offering that. 

Dog-sledding - there are definitely a couple of places offering this in Chamonix, and I'm sure other resorts too. 

And if you're looking for something a bit more active, maybe ice-climbing? There is quite a lot of this in Chamonix too. 

Thanks you all - Fionnuala, that was defintly the kind of excentric ideas I was looking for. Definitly want to try skijoering and all other stuff ! Although ice-climbing require serious trinaning in climbing first...

Butterfly swimming in the snow is fun.

Leila,

Just a thought, if you really want to try paragliding, try contacting them direct and explain you missed the Buyclub voucher but would like to come at that offer price. I've had success with that for a couple of vouchers which came and closed up while i was away on business.

They may say no, but they may say yes - worth a try, nothing to lose :-)

Malcolm

For paragliding I suggest you waiting for a spring - is much more interesting and comfortable, and there are more options for locations.
And instead of using buyclub offer you better go to France (which is cheaper thant "discounted" swiss offer). Try Saleve and Annecy.