My dog loves the snow but unfortunately can't stay out in it for very long. Within a few minutes, the snow and ice gets packed between the pads under his paws, causing him such discomfort that he just stops and can't walk any further.
Here in the Black Hills of South Dakota we have lots of snow. To keep our dog Link's paws from being too raw, I take olive oil and rub into his paws weekly. It creates a barrier to keep his feet from cracking and hurting.