Funny you should ask. A friend of mine just sent me this link that even includes a great technique for creating unique snow flakes.
http://www.youtube.com/watch?v=rL3pjpkOFDU
In addition to the snow flake technique in the link, here are some techniqes I've used when creating snow.
-Make sure to vary the scale of the particle cells, this will help simulate depth for the scene.
-if you need something basic, just use a circle shape.
-Apply the Random Motion behavior to the particle cell, to simulate drag.
-To really create some nice depth, Create 3, 2D emitters and make sure to vary them a bit with lower birth rates, you don't want to much snow. Put them in a 3D group and add a camera. Then seperate them out to create a forground, mid ground and background set of areas. Enable Depth of Field and adjust the settings so front and back are slightly out of focus, but the mid ground is in focus. This method is a little more processor intensive, but yeilds really nice results. Again, just don't use too many particle cells.
IMHO, snow is a really fun thing to play around with. You can make it as realistic or styalized as you want, you can can make it feel light and airy, or like a heavy blizzard. Have fun trying the different settings but I'd recomend the following every time:
-Randomize the scale of the cells in the emitter.
-Make sure you have a long enough life so the flakes don't disapear half way through your animation.
-Randomize the birth rate.
-Randomize the speed a little bit.
Have fun!!!