In the modern age, wintering isn't so bad. Most stations have internet, though some (such as South Pole) don't have internet full time. (At present, I think they're getting 9 hours per day.) But there are lots of books and movies, plus whatever activities people come up with. Here at McMurdo we have 153 people this year, plus there are 26 Kiwis two miles away at Scott Base, so there are plenty of people to socialize with (as opposed to some smaller bases, such as those on some subantarctic islands, that only have 4 or 5 winterers). McMurdo Station and Scott Base also get some television reception. Many stations also have a bar, gymnasiums (or at least some exercise equipment), and assorted other amenities.
As for activities . . . well, on July 4th (the day that the British celebrate getting shed of the 13 colonies) we had a sort of traditional fair, with terribly delicious and unhealthy food (funnel cakes, corn dogs, chili), games, and a dunking booth. Naturally, it was held indoors. My favorite game this year (to watch, not participate) was human jenga, in which participants stacked wooden boxes ten high in a single column, standing on the boxes themselves while setting the next box on top. They competed on time, and had a safety harness so they wouldn't fall, but still quite a feat.
We had a mid-winter run a couple weeks ago. I don't know who's ordering the T-shirts, but the 2008 shirts were labelled 2009, and the 2009 shirts are labelled "Winter 2009-2010". Still, it's nice that they gave us T-shirts for participating.
I'm sure there are other things going on too, but I don't keep up on everything, and different nations and stations have their own traditions. One thing that is certain, however, is that there are some odd traditions down here, dating back to the first expeditions.