There's a place in Bethel ME near Sunday River that rents sleds and is on the trails, not really enough snow to ride up there yet though. Its called Sun Valley sports. Check the Bethel ME home page. Nice area.
Maine also has many areas in which to rent and ride. It is a great way to enjoy the outdoors in winter. My family takes weekend trips up to the mountains to snowmobile. We also ski, snowshoe or just relax.