Our local sailing club actually has a winter series:
http://www.carolinasailingclub.org/events/series.htm#j2

They are set up to retrieve people quickly with a patrol boat if there's a capsize. I haven't actually sailed with them, though - they have an Isotope group, but no other cat group, and my wife has also declared it's too cold for further sailing this year.

For physical activity, I like to hike with my wife through the winter and work out in the YMCA. I also play flute in an English Country Dance band every two weeks, and in church on Sundays.

I'm not part of any fleet. Wish there were a general purpose catamaran fleet on Lake Jordan....

Jonathan