I might be nutty, but I got boots for Cody to wear in the snow. He gets so cold usually that I just couldn't imagine his little paws being okay buried in cold wet snow. He didn't exactly love them, but he'll tolerate them so far, and if he gets excited about digging his nose into the snow, he totally forgets he has them on.
If you want advice on boots, AllDogBoots is your woman. She's loads of help.