I obviously live in a place that has a LOT of snow. Capturing falling snow can be a challenge, however. To capture the sense of movement in the snowfall today I chose a small aperture for a deeper depth of field (the limited visibility naturally creates a narrow depth of field anyway) and dragged the shutter speed to allow the falling snow to actually leave a small blurred trail. There is a sweet spot - too long a shutter drag just creates more of a "veiled" effect. To shoot this way you need either a tripod, or, like this shot, a very effective IS system.