I love #2 - the expression on his face is natural and unposed. Very cute.
I also like #3. By the looks of his face he is stunned by the coldness but look's like you've got him bundled up well.
#4 does look a little over exposed..that's a hard one though since there IS snow all around.
#1 is nice- try it in b&w...I bet that would look pretty cool.