
Im not much of a winter kind of guy as my fingers just don't like the cold.  I did manage to get out last week and take a few images of our first snowfall of the year.  I didn't have a tripod but i did bracket 7 exposures (hand held) for two reasons.  The first was easy, in case i wanted to do an HDR later.  The second was to see if there were any unexpected surprises in the scene that i just wasn't seeing (for example, two stops underexposed looked pretty cool and dramatic).
I did do an HDR using three of the exposures i shot and then i did quite a bit of burning and dodging to bring out the light and dark parts that i wanted the eye to bounce around to.  I do recommend a tripod and warm gloves if you want to do some winter HDR shots.  Also photomatix pro is my HDR program of choice.