I've flown in snow twice, neither deliberately, and both briefly.
Once in a PA28, through light falling snow. It was rather like the ubiquitous windows screensaver, but nothing formed onto the aeroplane, and no ill effects were experienced.
The other was in a flexwing microlight, when it plastered on my helmet, arms, body and (I assume) the leading edge of the wing. It was very alarming indeed, I was basically in a total white-out - I couldn't even read my instruments. Thankfully it only lasted a few minutes (and I could maintain basic attitude information by looking out the side); by the time I landed (about half an hour later) there was none left. I didn't notice any handling problems, but on the other hand was being incredibly careful to maintain straight and level with good speed. It is not an experience I have any desire to repeat !
G