H.L.
THis is hard to answer without knowing how old she is. There is Wild Mountain in Taylors Falls, Trollhaugen in Dresser WI If you want to ski or go sledding. They are both in the St. Croix river valley, so they are gorgeous areas all year long. An indoor water park would also be a great place to go.
Having said that, you don't need to have a fun filled weekend. Rent a hotel, go shopping at a couple stores, get your nails and hair done (if she is into that) and just spend some quality time together. It doesn't need to be expensive to be quality bonding time.
I was also the child that doesn't get along with the step dad. It makes everything more difficult. I applaud you for taking the time, to show your daughter how special she is to you, like my mother neglected to do. You will have a great relationship when she has left the nest...