Golfers who live in the northern half of the U.S. usually have to put away the clubs from November to April. Some golfers are lucky enough to travel to the southern states for a weeklong golf getaway, but the vast majority doesn't have the chance to play for half the year. In the spring, when northern courses reopen, golfers who haven't picked up a club for six months can spend a third of their season trying to regain their swings.
Find an empty field if there's no snow on the ground and the temperature is not in the Arctic range. Hit balls with all your clubs. Do that regularly and you will keep your swing in groove.
If your region is blanketed by 2 feet of snow, look into if there are any indoor golf practice facilities in the area.
If the previous steps aren't available, get foam minimum-distance practice balls and hit inside your garage. Make sure you're inside some structure that allows you to make a full swing without damaging any ceilings or walls.
Use a practice mat with a rubber tee to work on your driving. Drive your balls into a practice net you can get at any sporting goods or department store.
Work on your chip shots with a scrap piece of high pile or deep-shag carpeting. Any carpet store will have many they are about to throw away.
Practice your putting on low pile wall-to-wall carpet if you have it. If not, it is easy to find an indoor putting set. If weather permits, you can go outside and set up your putting mat on inclines to work on uphill and downhill putts. You'll maintain your touch throughout the winter.
Tips & Warnings
Practice outdoors with light but warm clothing so it does not inhibit a full range of motion.
Do not practice with your irons on frozen ground. You can damage your clubs and wreak havoc on your tendons.