Free Swim

Swimming is a great, cheap activity to do with kids.  I often bring my children to the community pool and one of the best things is that it's free!  Most communities have a pool you can use that is either free or very affordable!  In the summer it's easy to spot them but in winter there are many indoor pools that are equally as accessible!  They often provide life jackets for the new swimmers and sometimes even some pool toys.  To find the pools in your area simply log onto your city's website and look under sports and recreation.
The Montreal on the Cheap blog has also made a nice list of many pools in montreal:

Make sure to call ahead to know when the family free swim hours are and if there are any specific rules like required bathing caps.  And also, the bonus of bringing your kids swimming is that usually bedtime that evening is very easy as it knocks them out! :)