There are several components to a successful winter scene - your materials, your subject, and your method. Winter weather, snow and ice surfaces have unique properties that will reward your thoughtful choices.
Foundations: Paper - Texture and color are very important when drawing winter scenes. For some, a little texture will be fine, but generally you'll want a smooth surface that will let you capture reflections and the crisp, bright highlights of the snowy landscape. Smooth office paper is okay for sketching, or else choose a hot-pressed watercolor paper or Bristol board. Choose a very white paper - off-white paper will give a dull, gloomy result.
Medium: Pencil and Pastel - Coarse shading will usually sabotage your drawing. You can use a bit of texture in other elements of the drawing, but the snow and ice surfaces will call for very fine, detailed shading. Snow crystals will often give a soft, even grain, while shiny ice requires crisp, smooth edges. Use a full range of pencils and keep them sharp. The chalkiness of pastel is great for snow, but you'll need to use a more blended surface.
Subject: Choosing References - Choose your reference source carefully. Not every photograph, however pretty, is going to be suitable for drawing. This is particularly true of frozen waterfalls - sometimes they look pretty odd! Take photos from several angles to give yourself a choice. You also don't have to draw the whole photograph - sometimes you might want to crop out a detail to draw.
Method: Using Value - Remember, the white paper is the brightest white you've got, so you have to use it carefully. Only your brightest sunlit whites are going to be pure white, with other areas off white. That said, the sun on the snow can obviously be dazzling, with large areas of white dominating your scene. You'll need to look carefully and decide where you are going to make the transition from pure white paper to fine shading.
Texture - Use a hard pencil or some brushed powdered graphite for very light areas. A hard pencil and fine shading is best for light areas rather than smudging, to keep the tones fresh and bright. You can also try use a tortillon as a drawing tool, by rubing it over graphite heavily shaded onto some scrap paper, then drawing with it. Use the hardest pencil you can for each level of tone, as very soft pencils look grainier. For very dark areas, try layering soft and hard pencils to create a smooth finish.
Organize Your Scene - The large, smooth areas of white, tangled areas of bare tree branches in a winter landscape can seem to flatten space and make it very difficult to organize your scene. Look for dominant features, such as a group of large trees, or the slight line of a bank, to give form and direction. Remember, you can leave things out or add them!
You can also use 'steps' of tonal value, making clear divisions from one tone to the next. Keep the same level of shading as you work on connected or similar areas across the scene. This is a bit like limiting your palette in painting. Plan out clear steps of light, mid/light, mid, mid/dark and dark. You might then decide to even out the transition from one tonal value to the next, but in the planning stages, visualizing these clear steps can be helpful. Try doing a thumbnail sketch first.
You can also use texture to help organize space. Accentuate atmospheric perspective - the background trees will have a smoother look than the close ones, and distant edges will be softer. You can use these effects in your drawing, even if you can't see it in your source photo. Emphasize different textures - coarse bark, woodgrain - to set off the smoothness of the snow. Ice forms may be complex, sometimes with crisp edges or detailed highlights. Be patient and draw these carefully.
Don't be a Wimp with Value! - Lastly, don't be afraid to use dark shading. Low winter sun can throw dark shadows, and dark buildings and branches can look dramatic against white snow - strong dark areas makes the white look whiter. Try using a value finder to help judge the tone of difficult areas.