The Cape should be very photogenic this time of the year, without the summer crowds. The National Seashore has many very scenic beaches. Many of the summer eateries will not be open, but there should still be good ones open. Just ask the locals.
In Boston itself I find it fascinating to wander along the waterfront, especially the parts bordering the North End.
But if you want snowy winter scenes, you'll have to head way north. We don't have any snow to speak of in Massachusetts this winter.