Fires are fine and hot coco is nice, but as long as you have hot water why don't you make some fog with ice? All you need is boiling hot water, a frigid temperature outside, and an appreciation for thermodynamics.
Check out the video below to see how to manufacture this icy mist and then stick around for the science:
The science here is relatively straight forward--an interaction of extreme temperatures and the properties of water. First you need some boiling water. As the woman in the video (and other videos like it) tosses the water into the air, some of it rapidly evaporates, turning into water vapor. The same steam would drift around if you threw the water you were using to boil pasta into the air, but in the tundra something much cooler happens. With a vigorous toss, most of that evaporated water is exposed to the freezing temperatures. Nigh-frozen holiday air cannot hold so much water content, so millions of tiny water droplets form. As these droplets continue to freeze, they quickly turn to ice. These ice particles are small enough to drift in the wind, and form fog.
The whole demonstration is a really simple and fun way to see all the phases of water in one swift toss, but to make the most of it, you need to dig into the thermodynamics.
The amount of water that turns to steam when boiling is directly related to temperature--the hotter the water the more fog is created. And to get the best fog, exposure matters. Not all of the water freezes so quickly in the video above. The fraction that evaporates does, but the rest falls to the cold ground. That's because the water vapor has much more exposure to the air, and therefore much more surface area to offer to Old Man Winter. It's like how granulated sugar mixes into your coffee faster than a sugar cube. So more water vapor and surface area you can offer the biting breeze, the better. Lastly, the temperature of the outside air makes a difference. Water freezes at 0 C and 32 F, of course, but the air needs to be cold enough to freeze the tiny water droplets before they hit the ground. All in all, to make the whole affair really impressive, you need water as hot as you can get it--creating the most water vapor--and need to violently spread the water out as you toss it, exposing the most amount of vapor to the surrounding air.
See how even the simplest videos can expose complicated science?