[fahadkhan]

A dynamo connected to a resistance will do. An old bike had a dynamo connected to a rechargeable light, the bike felt heavier the more the battery depleted.

Alternatively get a Turbo trainer or rollers with resistance for stationary training. Lots of people love it but it's not for me, though rollers aren't bad but the it gets very hot even outdoors with a fan.

[amelius]

I investigated the dynamo solution, but it turns out that modern dynamos have a large airgap which ensures that you can only get a few watts of energy out of them (so you don't overload the lights).