I do use mine in the winter. But Ihave mine tarped when not using it, so the snow doesnt build up, and I have sand in mine as well, which helps with water issues. I have had issues in the past with previosu round pens getting too muddy, and footing was dangerous for loping and other faster gates then a walk or trot.
I also use my round pen for other training other then "round penning". Epsecially when it comes to foals. You don't have to run a horse in the round pen just because its a round pen, LOL! Its a great area to keep control with working green horses.
If the round pen is not an option, but you want to broaden your horizens and skills a little in yourself and the horse, Lunge Line's are cheap and fun to work with. You don't need a round pen for that. You can go anywhere where you have some space!