After shooting yesterday in a snowstorm, a few points occurred to me.
1) wide angle lenses will show closer snow with less blurring
2) distance from subject will determine the amount of snow between you and the subject - use accordingly to control the atmospheric effect you want - keeping # 1 above in mind.
3) lens hoods are essential. Do remember, if you use a lens which covers a full size sensor on a small sensor camera that the lens hood is not restrictive or long enough. You may want to use one for a longer lens or extend it, especially on top to keep snow and rain out.
4) nothing is more frustrating than getting rain or snow on the viewfinder, and it's darn hard to reach in there and wipe off. Carrying a cloth dedicated to cleaning the viewfinder and LCD can be handy.
5) a hat with a goodly brim can avoid some of the precipitational issues.
6) wet fingers get cold really fast and even around freezing can get darn cold.
7) most cameras will handle a modest sprinkling of rain or snow especially for short periods of time but if you plan to spend two hours photographing in the rain, you want to think of protective coverings.
8) misery loves company - take someone else out shooting with you - it's harder to back out.