J.A.
Hi M.,
There are lots of parks in Winchester. One of my favorites is near the center (Ginn Park). Across from the post office (where you drive in to drop your mail in the mailbox) there is parking lot on the south side of the train station. If you drive into the parking lot and follow to the back you will see there is a road that runs parallel to the train tracks. Follow that road to the end. There is a nice park there.
My girls also loved Horn Pond on the Winchester Woburn line. This is good spot to push a carriage, bike, roller skate etc. Also lots of opportunity to see wildlife. The spring is especially nice with the baby swans and ducks.
Each of the elementary schools also have playgrounds though they are not available during school hours. I belive Brueggers bagels downtown used to have a childrens sing along when my girls were little. Of course the children's room at the library is a great resource. The have events throughout each month specifically for preschoolers. They also have programs for grade school aged children and teens. The library is also a great place to network with other caregivers of young children or possible form or join playgroups.
South Border road has multiple areas to park and hike on trails which little ones love. The bulletin boards have posters listing preschool hikes led by trained naturalists which my girls loved. And the Stoneham zoo is quite close if you have a car. A membership is very affordable and we went all year. Actually, some of the animals are much more active during the cooler months. There is a park directly across the street from the zoo which is ideal for preschoolers. And Friendly's is right down the street. (a great place for lunch) In the summer the MDC pools are open opposite from Friendly's.
As you can see there are lot's of recreational opportunities in the Winchester area which are free or very affordable. Don't forget to contact the Winchester Park's and recreation department. They offer alot of fun preschool programs.
Good Luck,
J. L.