I was curious how hard it would be to mimic falling snow using a particle system. This is what I got:
(sorry about having to download it. it needs to stay as high-quality as possible for you to really see it)
I actually ended up using two particle systems here: one for the falling snow and another the give it a misty look so the snow seems like there’s a lot more snow than there actually is. I also added a couple wind deflectors and a curve guide to keep the flakes from falling straight down.