Depending on where you are in relation to the storm, you may receive rain, freezing rain, or snow. Sometimes you can receive all three from one storm and occasionally one or two types of precipitation may fall at the same time. Freezing rain will occur when the air aloft is warm enough for snow to melt into rain as it falls towards the surface. Once it hits the surface which needs to be below 32 degrees Fahrenheit, it will freeze on contact. Since ice is less dense than water, a half an inch of rain that freezes on contact, will actually lead to more than a half an inch of ice on the ground.
Freezing rain is extremely dangerous to travelers since it coats roadways with ice.
Sleet forms when snow melts near 5000 feet but refreezes before it hits the ground. Upon close examination, one can usually see the remnants of the parent snowflake that was melted to form the snow pellet. Sleet and snow pellets often occur during major Winter storms when the atmosphere is near freezing on the eastern edge of the storm. One of the major dangers of Winter storms is wind. Wind transports moisture into the storm at the surface and aloft which allows the storm to intensify and continue unabated.