I go to the Heath every weekend (often via the wonderful Waterlow Park which skirts Highgate Cemetery) and during the week too if I’m working from home; it helps to put things in perspective when I’m thinking about my work. It’s great in the summer for obvious reasons but I love it the most in autumn and on those rare days it snows so much London grinds to a halt (which doesn’t take much). Everyone heads up there to make giant snowballs/cats/creatures and surf down Parliament Hill on anything they can get their hands on. Grown ups turn into kids for the day. My husband and I made this snow yeti last year, it was sad to leave him behind but he soon made friends and even made it into the Camden New Journal.
I love swimming and I love being outside. London is great if your into both these things. I swim at London Fields Lido which is heated all year round. Its best in the winter when the steam rises from the water and if your lucky its snowing a little on your head. If your brave you can also go for the unheated option of the Serpentine or Hampstead Ponds.