Atmospherics are a wonderful tool for creating mood in your snowy scenes. Gray mist softens the entire scene, and you'll usually get a slight separation in tones from the mist to the snow on the ground. This is subtle, and you frequently need to process and print carefully to bring it out, but the effect is magnificent when it's done well.
We always think of snow as being plain white, but the reality is that it's a malleable element that can take on any of several colors depending on the conditions in which you're shooting. The lighting as well as how you make use of your camera controls have a profound impact on the color of water when it goes from a liquid to a solid.
Control over the colors of snow begins with your exposure. Historically, inexperienced photographers had a lot of trouble with snow because it can fool the in-camera meter so easily. All reflected-light meters want to make the subject they're metering render as middle gray—Zone V, if you're using the Zone System. With the simple meters in old film cameras, it was very easy to underexpose snow on a bright day because the meter would lead you to an exposure that would render it gray when in reality you were trying to make it bright white. Today's DSLRs have more sophisticated meters and incredibly powerful internal processors, but even these modern marvels can get it wrong, so anytime you're shooting in snow, pay careful attention to the histogram when you review the shots.
Frontlight tends to flatten the perspective in the scene by reducing the texture in the snow; however, that warm sun usually will create a pleasant, warm look in the snow. If you position yourself just to the side of the sun's axis, you can add a touch of dimension to the scene without going for a full sidelit effect.
Overcast conditions can vary wildly. A flat sky with high, thick clouds is pretty much just a dull gray. It's the classic bleak winter look. However, lower overcast is more like a combination of clouds and mist, and when you're out in these conditions, the sun can break through from time to time to create soft colors. In these conditions, be patient and keep looking because the light can change very fast and unpredictably.