Snow is your winter gardens' most prized companion. It might sound a bit odd, but the heat trapped in the soil through the summer is released through the winter months. Trapping this heat will prevent the ground temperature from going into an deep, cold freeze. It also keeps the temperature more consistent. A constant freeze and thaw is extremely harmful to plants.
Snow is nature's own mulch.
It is free, self distributed, and requires no messy cleanup. The goal is to make sure that whatever happens to a plant happens gradually, not dramatically. The fluffier the better. All insulation is based on the ability to trap air. Wetter snow, or more densely packed snow will have less insulation capabilities because it has less trapped air.