From the Milwaukee Journal Sentinel:
In this month's Saveur magazine, chef Martin Picard of Au Pied de Cochon in Montreal mentions putting snow into a paper cone and adding maple syrup cooked to 100 degrees Celsius (boiling point) and then topping it with lemon juice and zest.
Oh, and for adults only: Halfway through eating it, he drops a shot of vodka into the snow cone.
(And it bears noting -- you should use freshly fallen snow, and make sure there's been no sidewalk salting nearby).
(Trust someone from Wisconsin to issue the last caution, reminiscent of "don't eat the yellow snow".) Here's the link to the Saveur article about snowy treats.