Try saying THAT ten times in a row: fun, frugal families. :) But that's exactly what you're all trying to be - you're trying to take responsibility with your money, and likely pay off excess debt.
That doesn't mean that you can't have any fun! In fact, if you want to stick to your frugality goals, you'll need to come up with a list of family activities that ARE fun, but that also won't break the bank.
One of the greatest ideas is to get outdoors - go for a hike, a walk, a stroll around a lake. Go sledding when the snow starts to fall, or get outside to make a big snowman. Take the dog for a walk, but take one of your kids with you too, so you get a chance to really talk to them. Make a bonfire with friends, and roast marshmallows and hot dogs. Or, go for a drive in the country and take snacks or a picnic to enjoy when you arrive at your destination.
Get your family's ideas written down too, and create a Frugal Family Fun binder with ideas, recipes - whatever you need to come up with meaningful family activities when everyone wants to spend some time together. This way you'll be less likely to overspend. :) Enjoy!