The most dangerous thing about flying in snow is whiteout. It's a condition that can occur when flying over featureless terrain - a large open space or a lake, say - where the visibility is reduced by snow, the discernable horizon disappears and you are left without visual clues. The trick to is to follow the shoreline of the lake, or trees along the edge of the field. The only other option is to transition to IMC, pronto.
As for flying in snow, I used to get paid to do things like this:
