Ribbons. I've been using 1/8th inch fabric ribbon about 5' long taped on with frost king weather seal tape. It's possible to play without ribbon, and many people do successfully, either way10 rules to keep in mind.
1. Keep an eye on your disc. This may seem like a no brainer, but seriously, eagle eyes - mark exactly where it landed visually and talk through it in your mind ie. about 3 feet left of that oak tree, just short of that funky shadow in the snow that kind of looks like a finger.
2. No white discs.
3. Learn to identify what a disc slice looks like - it's fairly unique, it doesn't look like a squirrel track, it doesn't look like a foot print, it doesn't look like a branch that fell off a tree. Before you start digging in the snow under a mark that it could be, carefully study that mark, you will learn exactly what disc slices look like. This only works in fresh snow, the more marked up the fairway gets, the more important ribbons become.
4. Throw "floatier" discs, a zephyr will nearly always be easy to find, A cobra does pretty well, A roc isn't bad, A boss... well I hope you are good at identifying that entry mark.
5. Walk like cattle. Single file line, down the middle of the fairway, walk the same path every time you play the hole, only deviate from the path in a 90* line to reach your disc, avoid marking up the fresh snow as much a possible.
6. Do not kick snow randomly. Follow the steps above^ and go through them again if you have to, do not make a mess of the fresh snow if at all possible, nothing worse than a huge tracked up circle in the fairway.
7. Do not play on snow covered tees. Especially if it's wet snow, the tracks will freeze and the person that comes later on to shovel will hate your guts. Ideally, bring a shovel and clear them off, you, everyone you're playing with, and everybody that comes after you will appreciate it. It's a thankless chore and can get old as the long snowy months wear on, but it's worth it. If not, play off to the side and don't mess up the tees for the person that will shovel.
8. Play in the dark, use LED's. It's 1000 times easier to find the glowing orb in the snow than it is to find the minute slice in the snow, and there's so many more dark hours during the day, learn to enjoy them and you will have much more discable time in the winter.
9. Use Spotters. I probably should have put this up the list farther, it's important - on every hole if possible and absolutely necessary on blind holes.
10. Have fun and don't complain! seriously, I realize it's cold, I realize that the snow is sticking to your discs and you can't feel your toes and your nose is getting slightly frostbitten, I am kind of cold too but you don't hear me complaining about it, I'm out here enjoying myself and making the best of it, I do not want to hear your whining.