We don't go out every day. When it's nice we try to at least take a walk every day, and my husband takes the girls to the park a few times a week...we go for bike rides, swim, etc...but that's the summer.
During the winter, we pretty much hibernate, besides sledding.
You ought to let your children play at home, independently, or you will end up with children who constantly complain "Mom, I'm bored!!" The summer to winter transition is becoming hard for my six year old...she goes through a few weeks where she "thinks" she is bored until she remembers all the things she likes to do inside.