All on site in one place?
Hotel with suite and a pool is easy. Sledding just means a place that's cold enough for snow, and with a park nearby or some on-properly space. Skating --in a rink ? On a pond? Not too many places have skating rinks. so if that's what you want onsite, that's where you need to start your search. Also, some places may not do one night reservations on weekends

Also, are you looking for an upscale resort? My first thought was the Woodstock Inn in Vermont. but I don't know if that's your kind of place.
Smuggler's Notch resort may be too far.
http://www.smuggs.com/?page=resort_overview&section=activities

Sebasco Harbor Resort-Maine?
Otesaga-Cooperstown, NY?
Wentworth by the Sea-Portsmouth, NH?

Stratton mt reort in vt has skating. Purity spring resort has access to skating as well.

Sky top lodge in the poconos may work too, but a bit longer of a drive.

Purity Springs in ME also has an indoor pool, a small ski slope, snow-tubing, and sleigh rides.

Mountain Top Inn in VT has sledding, horse-drawn carriages, skating, sledding, and showshowing/x-country skiing. But it may be a little more than 2.5 hours from BOS.

Mohonk Mt. House?

Thanks! Has anyone heard anything about the indoor water park in North conway?

We live just outside of North Conway, we have had friends stay at the red jacket and they loved it! http://www.kahunalaguna.com/

Very close to Cranmore/King Pine tubing (assuming we get snow), indoor ice skating at Ham Arena, outdoor skating at Nestlenook in Jackson (weather permitting) - they also have horse drawn sleigh rides.
You may also want to consider the Polar Express if you will be there after Thanksgiving and befor Xmas - tickets are awarded by lottery, but many local hotels offer packages - I would suggest the Green Granite Inn or Christmas Farm Inn (both have indoor pools for the kids).

Santa's Village is also open on weekends during the Christmas season - perfect for kids 2 & 6! http://www.santasvillage.com/public/plan/hours.cfm