Snow and Ice Velodrome

Frozen Lake

Mark an oval on the ice and off you go. Potential issues:
1) not enough traction with production tires
2) when it snows

Ice Ring

Pretty much the same as above, but the operator my not let bikes on the ice. Could always build your own if you have an acre of land with a creek nearby.

Ski Park

I think that the best option. Usually there is plenty of room near the lodge where it is flat. Hardpacked snow should provide good traction. And if you can build a halfpipe with a snowcat, a couple of banked turns shouldn't be a problem.