The best time to hit the ski hills is after they close in mid-March. You will have 2-3 weeks to practice on the snow. Otherwise, get there very early in the morning, avoid the groomers, and be off when the lifts open.
BTW: There is much to do in the Upper Midwest in winter besides ice climbing. Nordic skiing being the best sport. Having done several snowshoe marathons, I think they are a waste of good snow.
If you interested in hard-core cold weather endurance events, check out the winter ultras like the Arrowhead Ultra, the Tuscobia Winter Ultra, the Triple D, and the Frozen Otter. You will meet a lot of hard-core adventure addicts at these events.
Scared people tend not to show up at the start line of the Arrowhead Ultra when it is -20F with night time temps approaching -40F.