I don't like the snow. I don't like to be cold. My girls generally don't either. So this is how we play in the snow. I simply lean out the back door and scoop up a little bowl. Caroline just eats it. Maggie actually does play a bit. They bore quickly.
Maggie makes mini snowmen.
After oh...say...10 minutes of snow play the kids are off to smear make up all over the house and in the process get a little bit of said make up on their little faces.