There is a well packed trail leading from the road to the best sledding areas. From across the lake, I could see a number of trails coming down the slopes on the north side of the lake. The trails are mostly in the area where the swings and pavilion are located. The trails lead down various grades of slopes so you can choose your own level of adventure. The one thing I would warn you about is to be sure that you don't choose a route that will land you in the lake.
Fishing is another option in places like Lake Springfield.
This lake has a warm water discharge from the power plant so the lake is not likely to ice over. Which brings us to another issue. Generally, it does not get cold enough for long enough to make it safe to venture out on the ice in southwest Missouri. This week the Nixa Fire Department was issuing warnings that the ice was not thick enough to allow people to go on it safely. If you aren't sure if the ice is thick enough, it is best just to not go out on the ice.