Being Canadian, and having lived through many harsh winters, I can say this:
Snow sucks.
Honestly, there's nothing good about it. Sure, skiing/snowboarding*, and perhaps even sledding, but I really just don't think that any of it is worth it. I hate winter. I hate snow. I'd rather burn my skin than freeze my fingers any day.
I also find no fun in snowball fights. Sure, I could nail someone I don't like in the face with rocks/ice in a snowball, and say it was an "accident", but I had a terrible experience with that in 2nd grade that just plain sucked.
*Skating doesn't apply being to a part of winter since it's available in Toronto all year long