Don't be fooled into thinking just because there is snow up to your armpits that you can build a snowman army. This really surprised me when I moved here as coming from the UK I had barely seen snow, never mind such an abundance of it (much to the amusement of my partner!). The snow that often falls is so cold that it is as light as talc and therefore does not stick together at all well. During february and march when it gets a bit warmer, you can usually squeeze in a snowman or two as the snow gets a bit wetter and stickier.
Bowling - Pretty standard 10 pin bowling. There is a link to a venue here. I hear night bowling is lot of fun but I am yet to try it myself!
Megazone - A great place to go and play pool, laser doom/quest, play on arcade games etc.
Cinema - Located in town the cinema shows all the big releases in English with Swedish subtitles. Some children's films are dubbed into Swedish so be sure to check!
Ski Slope - There is a down hill ski slope called Bräntberget located in Marieberg where you can go whooshing down in the snowy months. It is floodlight and has some events.
Cross Country Skiing - There are a number of cross country skiing tracks round Umeå that you can use for free. There is also one by Nydala that is fully maintained and floodlit but this incurs a small charge as it is refilled with snow even if there isn't a lot around naturally!
Ice Skating - If you have some skates strap them on and get yourself to any patch of ice you can find! If you prefer an indoor skate there is an ice rink you can go to.
Ice Hockey - Of course Umeå has a hockey team...not a very great one but we have one! They are called Björklöven and translated means Birch Leaves. They play at the sky.com arena in Teg and should be checked out as part of a rite of passage to living in Umeå. You can check out their season at the website - http://www.bjorkloven.com/
Football Match - I am not sure about the men's team but there is a damn good Women's team that play in Umeå. If you want to see a good match pop by, if you are lucky they might play your home team in the Champions League!
Swimming - There are two indoor places to go and swim and of course many outdoor places in the summer months.
Museum - Umeå is home to Västerböttens Museum, it houses the oldest ski in the world! To be honest it isn't the best museum but it is free and quite interesting to see how the town has changed. The Art Gallery attached to it also houses some interesting displays.
Horse Riding - If you like horse riding there is an excellent riding school just outside the city centre.
Ice Fishing - You can buy a small ice fishing set from most sports shops, you will need a hand drill to find some water but then you are set to catch your dinner!
Right of Access
The Scandinavian Allemansrätt/Right of Public Access laws mean you can roam anywhere you like in and around Umeå without fear of a farmer with a gun. You are expected to respect your surroundings, not litter or destroy and please don't go hiking through people's back yards! You can also camp anywhere you like as long as you are 10 meters away from the nearest building. Same goes for making fires outdoors, just be sensible. There are usually fire pits on most areas where you would like to make a fire so where possible try to stick to them, there is usually even wood provided...bring your own hot dogs though!
The seasons can be extreme in Umeå, -30 in the winter and +30 in the summer but to my mind that is best of both worlds! You will find during the winter it is dark for most of the day, some days only getting a few hours proper daylight if at all. In the summer it never really gets properly dark to make up for this. I would recommend a good Iron vitamin to get you through the winter months and definitely a good sun screen to see you through summer!