If you've got snow outside, bring it inside! Sometimes being outside for any length of time is too much for the really young set. Let them bring their mittens into the classroom to play with the snow if their hands get cold.
Snow is really pretty if you add color (I prefer liquid watercolor but some like regular paint). You can even let the kids paint the snow with brushes or use squeezebottles to add color. Of course, snow is also pretty just on its own, no color required.
You can investigate temperature by providing small squeeze or spray bottles filled with very warm water and other ones with ice water. This activity can be contrasted with when you do the same thing but with large blocks of ice. Or you can add the large blocks of ice (make them yourself with containers in the freezer) at the same time as the snow to do an instant comparison.
Typical things to put in snow are shovels and small buckets or artic animals. But you could also put desert animals or bugs in the table and build a whole learning day about habitats with that simple contradiction, particularly with older preschooolers.