A friend of mine recently asked me for some advice on taking photographs in the snow. I've listed some of the advice and tips that I have picked up:
When moving the camera between a warm place and the cold (or cold to warm) you should take care to avoid condensation as it can not only fog a lens but potentially the sensor itself. The trick is to let the camera acclimatize.. ideally in an air-tight zip-lock type back. This will prevent condensation. NOTE - Take the memory card out whilst out doors before sealing the camera in an air-tight bag go in-doors or you'll have to wait a couple of hours before you can get to your photos. Keeping the camera in a zipped up camera bag also helps in the event that you don't have an air-tight bag to hand.
When it is snowing it is a good idea to protect your gear as you would in rain... snow melts as soon as it hits the camera... unless the camera has been fully acclimatized i.e. left in outside overnight. Get a decent weather cover such as the excellent Kata E-702 GDC Element Cover
Get a Spare battery... batteries drain amazingly fast in cold weather...
Adjust exposure compentation to +1 stop (or even +2 stops in some circumstances)
Cameras are tuned to expose for mid-grey and they will sometimes get fooled by the white snow into under-exposing. Avoid letting the highlights 'blow out' (Keep the histogram set to blink when over-exposed and if you find this happening, dial back the exposure compensation)
Wrap up warm and don't take any unnecessary risks