Bike
The Twin Cities, despite unfriendly weather for bikes from about November to April, provides many resources for both recreational and commuting bicyclers. Most major, and primary one-way, and two-way, streets have ample bike lanes which are marked and visible during fair weather months. In addition, all Minneapolis in-city lakes have bike paths that are separated from pedestrian traffic and from motorized vehicles, and offer one-way transit around the entire Chain of Lakes, extending to Minnehaha Parkway and into Saint Paul. As if that were not adequate, former rail line paths sustain two-way bike lanes following east-west routes just South of Highway 394 and into downtown Minneapolis, known as the Cedar Lake trail; and just North of Lake Street, following a path known as the Midtown Greenway; and both are connected via a spur alongside an active freight railway just East of Cedar Lake and North of Lake Calhoun. It is possible to connect, via either east-west line, to bike trails that connect far into the Western suburbs and beyond, and recreational bicyclers can travel along historic rail lines for uncounted miles West.
Both buses and light-rail trains are equipped with bike racks. It is not uncommon, though still shocking, to see bicyclers in sub-zero weather, and in deep snow. Visitors may find late March to late November as the best period to travel on bicycles, if cold and snow don't arrive or persist.
Nice Ride (http://www.niceridemn.org/) is a public bike sharing program that both locals and visitors can rent from. It currently services both downtowns and limited areas between and outside the central business districts.
Skyways And Tunnels
Minneapolis and Saint Paul both have extensive second floor "Première étage" "skyways" that connect central city buildings with each other. Although Minneapolis is larger, the Saint Paul system, to this point, has more connections and is more extensive than Minneapolis' system. That said, one could walk from the Convention Center in Minneapolis to Washington Avenue a block before the Mississippi without going outside, and without stopping at a pedestrian traffic light. Highway 394 feeds into heated parking garages, so that a Wayzatan suburbanite could enter her Lexus, drive the length of 394 to the heated lot, go to work, shop at Target or Marshall Fields, see a movie, have dinner, and return home - all without having to wear a coat or change clothes, even in 20-below weather.
Even in good weather, mid-day romps in Minneapolis or Saint Paul at street level will miss most of the citizen activity, despite the appearance of crowds and farmers' markets, as many folks will choose to get their lattes, sandwiches, takeout, or copy keys, copy documents, or visit their banks, on the second level, a floor above the apparent activity.
As if to confuse you, there is an extensive network of tunnels connecting several buildings on the University of Minnesota's Twin Cities campus. Good idea, only different.