first of all, i own this bad boy

http://www.coolminiornot.com/192255
easiest for snow is micro ballons and pva, just mix it into a toothpaste consistancy.
apply in thin layers letting each layer dry.
by loading a brush with water you can thin down certain spots before it sets allowing groundwork to poke through representing melting snow.
just let each layer set as this allows you to build up a more realistic finish.
lastly, for any areas that you want a fresh untouched snow look then add a thin layer and then sprinkle micro balloons onto it.
for an icy finish, as matt suggested, crushed up glass is effective.
for icicles you can use water effects and tease it as it sets but for anybody who can\'t be arsed faffing with that (like me!) then give jeff (dragonforge design) a shout as he does plastic icicles, just cut off the strip and glue in place (so easy it could have been made by siflor!)