Competitive-cross-country skiers tend to have the highest VO2max (oxygen carrying/aerobic capacity) of any athletes. Much of the reason for this is that it works all large muscle groups (arms, legs, core), unlike cycling, which works mostly leg muscles.
Speed skating is another sport that complements cycling very nicely. There have been a few crossovers between speed skating and cycling. Eric Heiden (famous in your neck of the woods, mudrock, I once visited the track in Lake Placid track where he won his 5 gold medals in 1980) won 5 Olympic gold medals and 7 world championships in speed skating in just 4 years. He then switched to professional cycling, became the US road champion, was a founding member of Team 7-11, and then had a career-ending crash in the 1986 Tour DeFrance. Among the women, Clara Hughes won 2 Olympic medals in cycling and 3 Olympic medals in speed skating. In 1988, Christa Rothenburger of East Germany is the only athlete to win gold medals in the summer and winter Olympics in same year (gold in cycling is Seoul, gold in speedskating in Calgary).
However, speed skating is much more technical than cross-country skiing (not just the skating, but efficient weight shifting, momentum transfer and aerodynamic body positioning, so a fair bit of training and technique development is required). Also, it requires special facilities not available to many athletes.