There's a nice sledding hill a short drive from our house. It has an area with a gentler slope, where we would go when the kids were younger, but at this point the main attraction is a slope that drops ~60ft over ~400ft:
The big downside is that it's steep all the way down to a fence at the bottom. The town usually puts hay bales at the bottom, and while growing up I was told they were put there after too many kids died from hitting the fence, I can't find the news stories that I would expect to accompany any such deaths so I think that's an urban legend. The key to having a good time on this hill is to sled the right route:
You pick up a lot of speed on the initial downhill, turn left to go parallel to the fence while continuing down the hill, and then shed your speed by turning uphill at the very end. I like to use my hands to steer and brake, with sturdy mittens—I don't know how people can tolerate using heels, with the amount of snow spray that kicks up.
Afterwards you walk back up the other side, following the essential etiquette of staying out of the sledding zone:
At this point Lily (10y) can do it herself; Anna (8y) still prefers to go with me. Before letting Lily go down alone (here, or any other slope where there's anything you could hit) I did have her show me she could reliably bail. And we don't let them use tubes, where it's hard to steer and you can end up going backwards.
(This park also has a great slide, source of the name "Big Slide Park", which has reopened after almost two years, a year behind what was originally planned.)