(1) it’s cold. That affects you and your equipment. The last thing you want to do is take your camera and lenses into a warm environment then back out again. Condensation makes it impossible to shoot some times, and can’t be good for your stuff*.
(2) there’s this white stuff on the ground. It really messes with your exposures. You need to think it through.
If you’re shooting with a spot meter, nothing changes. You’re metering on the subject, not the snow (well unless you’re shooting a snow scene). If you’re using averaging or matrix metering, your camera is going to try to make the snow 18% grey, not white. So your picture is going to be underexposed. So if you are trying to meter a scene and not an individual subject, it’s probably a good idea to overexpose a little. As a general rule, probably around one full stop, so set your exposure compensation to +1. That way, the subject will have a better chance at being properly exposed and you’ll have nice white snow.
Generally, I'll bracket exposures like crazy in the winter. Sometimes you'll guess very wrong. And sometimes you'll be right, but use your head!
* I'm still waiting to find out. It looks like the continuous autofocus servo or the software controlling it failed on my D300. Last time it functioned was at the Minden Ice Races and I'm thinking the cold might have gotten to the camera. Nikon has it as I write this, so we'll see...