Are you thinking more indoor activities, or outdoor? Because, for outdoor (since it's winter now), either cross-country skiing or ice-skating would work well (even downhill skiing would be okay, except there's so much time spent idle on the chairlift, and most chalet food is really fattening and would therefore defeat the purpose). Tobogganing is another possibility, because walking up the hill is good cardiovascular exercise, and steering the sled tones your butt, thighs, and hamstrings.
If you're thinking more along the lines of indoor activities, then, well, I know I've said this before, but I think the best thing to do would be to take out a family membership at your local YMCA, and make a point of using it on a regular basis. There are lots of exercise classes for adults, and running/speed-walking/outdoor cycling clubs in the spring and summer, or if you'd rather just go at your own pace, you can work out in the conditioning room, or run on the track, or swim in the pool, or reserve a court to play squash or racquetball. If you get stuck or need help, there are usually staff people around that you can ask, or you can book an appointment with a personal trainer. There are classes for kids too, besides the basic swimming, dance, gymnastics, karate, basketball, and indoor soccer and floor hockey, there are things like inline skating, trampoline, and even yoga, aerobics and group cycling classes that are specifically geared to kids' needs. They're usually shorter than adult classes are, and the instructors are trained not only in fitness, but in working with kids as well. Another added perk of this is, the kids' programs are all on a schedule, so it could help you and your husband schedule your exercise each day. For example, if your son had swimming from five until six, and karate from six until seven every Monday, then that could be your and your husband's exercise time too. If you have your son signed up for similar activities every day of the week, then it'd be easy to drop him off and go and exercise on your own.
Oh, and if you want, you and your husband could become YMCA volunteers, as could your son, once he turns twelve and completes the Leader Corps program like I did.....which reminds me, YMCA memberships could also be a great opportunity for your whole family to get certified in first aid and CPR, which isn't really exercise, but it's a good thing to have, and it's yet another thing that you could do together.