One of the first tips when snow camping is to be aware that you aren't either too cold or too hot. While it might seem silly to be concerned about overheating in the winter, wearing too many layers can cause you to sweat, which, over time, will actually cool you down. Wearing layers -- and being able to add and subtract those layers as you hike -- will help keep your overall temperature at a moderate level [source: BackPacking.net]. So, don't be afraid to peel a layer or two off with reckless abandon if you feel yourself getting overheated. Just remember to layer up once at camp so you can contain the heat and energy you've built up from your hike.
Once you've arrived at camp, the first step is going to be setting up your tent. First, you'll want to build a platform in the snow; then pack up a snow wall around the flattened area. Doing so will make a smooth, flat surface to sleep on while keeping some of the wind off your tent. After you've done this, you can go ahead and pitch your tent, unpack your sleeping bags and move on to what is possibly the best part of camping: the food.
Much like the camp, you'll want to hollow out a portion of the snow for your kitchen. You'll want to cook outside of the tent, no matter how cold it gets, since cooking inside a tent can leave you open carbon monoxide poisoning [source: Washington Trails Association].
While you're camping in the snow, eating well is going to be one of the most important things you can do. Having a good base of carbohydrates will ensure that your body is getting the energy it needs. And if your body is working, it's also keeping itself warm. Also, right before bed, it's a good idea to run around or do some jumping jacks in order to get the blood flowing through your body. That way you'll go to bed already warmed up [source: Washington Trails Association]. No matter the method, get some movement in before you bed down.
Finally, some odds and ends: You'll want to avoid eating snow in lieu of water. The energy it takes your body to turn the snow into a useful liquid isn't worth the amount of water you'll actually get. Also, make sure to have a good map and compass, since a lot of the trails you'll be using will probably be covered in snow. Much like life in general, knowing where you are is vitally important. Lastly, like most camping, you'll want to practice "leaving no trace." That basically means that everything you pack in with you, you pack back out. This practice will ensure a clean campsite all year long, even after the snow melts [source: Outdoor Action].
Finally, be safe, stay warm and enjoy the world in the winter.