Given that the snow is back on the hills now, this thread could again be relevant soon. Although it is not near Zurich (as the orginal poster requested), the Lac de Joux is a great place to go if you want a frozen lake. It's in the Jura mountains between Geneva and Yverdon, and is an easy train ride from Lausanne.
The lake should be solid by Christmas or New Year (it's above 1000 m elevation, so it's much colder there
, plus the lake is only about 30 m deep at its deepest so it freezes pretty quickly). The lake is about 10 km long and the best place to get onto it is the town of Le Pont at the northeastern end, where they have stalls set up on the ice selling hot chocolate, hot wine, etc. If you don't feel like skating, then it's almost as fun just to go for a walk on the ice. You'll find people doing many other activities there including having a picnic in the middle of the lake and kids riding their bikes.
If you don't get any hot chocolate on the lake, then make sure that you stop in at the little tea-room in Le Pont to get some of the best hot chocolate sold anywhere in the world
, I can't remember the name of the place but it is in the middle of all of the shops that face the lake (they also sell good cake in there).
PS. The Vallee de Joux area also has lots of nice cross-country ski trails.
PPS. Enjoy the winter!!!
After all, the lake'll likely be closed again with positive temperatures due 
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