Snow, glorious snow! I can be very difficult to shoot in the show, because of the harsh light reflecting off of it and it makes is hard to meter correctly. I don't usually do outdoor portraits in the winter here, most people want them in the fall because of the leaf colors. But, I have taken photos of the boys playing in the snow. I usually try to shoot in the early morning or about an hour or so before sunset so I have nicer light to work with. Using a reflector can help with harsh shadows across faces, or a fill flash will work well, too.
As for backdrops, I just let them play as they normally would, and focus on their red cheecks and big smiles as they go sledding or build a snowman.