The best thing you can do is put a dollar number to it, and budget for it year round.
If it is important to you, you will make it work... And you may supplement with lower cost alternatives like snow shoeing or cross country too.
Most MMM here do have one splurge hobby, such as travel, skiing, hobby cars, airplane, lots of kids, RV, computer stuff, organic foods, magic the gathering, scuba, you name it. The trick is to know your number, your budget, stick to only one or two things, and enjoy the heck out of it.