Yeah, Gesso is a good alternative. Like you I live in a cold clime so spray primers are far from ideal much of the year. I've switched to using Gesso exclusively.
It doesn't really smell any more than your normal paints, and it shrinks a lot as it dries so it's good for detail (although that said, I wouldn't glop it on all too thick anyway). One caveat though: You should let it dry for at least 24 hours. It's easy to think it's completely dry 2-3 hours after you've brushed it on, but if you were to start painting it at that point, you might find that it still has a loose, rubbery consistency. Let it dry for 24 hours or longer, and this won't happen.
You should find this stuff in any arts supply store. Liquitex seems to be the most common brand.