The sledding hills at Oak Ridge Prairie and Lemon Lake will be open through March when an adequate snow base allows. Call after 9 am to see if the hills are open before you come out (see list of parks below).
Lake County Fairgrounds in Crown Point, home of the Lake County Fair in the summer, is another favorite place to go flying down the hill. In Valparaiso, Rogers-Lakewood Park and Forest Park Golf Course are both great places to sled.
At the Indiana Dunes State Park, you can sled down Devil's Slide for loads of fun, too.