It used to be said that you can Ski in the morning, Kayak in the afternoon and Sail in the evening. Last year was spectacular and the forecast is that this year might be almost as good.
Whistler is very expensive – but you can get local slightly cheaper tickets at 7-Eleven convenience stores if you buy before you go.
Of the 3 local mountains, Cypress has the best skiing and has extensive cross-country trails.
Grouse is easiest to get to by public transit. Mt Seymour is cheaper and the favourite of snow-boarders and snow-shoeing they have some splendid free trails and they rent modern snow shoes much easier than the tennis racquet type shoes of yesteryear.
There are wonderful free hiking trails but caution:
Many hikers from other countries under-estimate the difficulty of the hiking in the back country especially in the fall and winter. Its much more isolated here than in the UK or Europe. Mobile phones are often out of range and every year hikers are stranded in the back country, inadequately prepared. Never hike in the back country alone, make others aware of your plans and stick to them. Bears and cougars are a seldom seen sight but it is best to carry hiking poles and whistles as a defence. Rescuing you puts many people in danger. Respect the outdoors here. It really is wild out there.
Mountain Equipment Co-op is a Vancouver institution and supplies all manner of outdoor gear. You join for a nominal $5. It is a major reason why outdoor clothing and equipment is particularly reasonable here.
That being said there are great hikes on the North Shore mountains and Rock Climbing on the Stawamus Chief near Squamish.
Cycling I can personally recommend biking along the dykes along the Pitt River and south on the Richmond dykes.
Lets Go Biking blog has many routes for all levels
There is excellent kayaking, canoeing and paddleboarding in Deep Cove. It has become so popular you NEED to book.Deep Cove Kayak.