Are there no indoor pools in your area? My DD9 swims year-round at an indoor pool.
In terms of lifelong fitness, walking is one of the easiest to keep up with, and you can increase speed or do hills to increase the activity level. My DD won't walk with me very often, because it tires her out too fast. She also likes biking.
Mine is good at thinking about how to move her body, then moving it. When she swims, you can see the little gears clicking away in her brain. She generally dislikes gym class, because so many of the sports require hand-eye coordination and fast reflexes, rather than intentional and precise movements. I think she'd enjoy martial arts (at least some of them), but she's never tried any.
