These hands down. You get to ride a polar bear.

Flanoir in Symphonia

The music is why

I like the snow levels in Donkey Kong Country 3 and Yoshi's Island.

phendrana drifts from metroid prime

Flanoir from tales of symphonia would be my choice.

What about Christmas themed games? Parasite Eve, Yakuza and Yakuza 2.

I don't know a lot of Christmas levels, but many games have snow levels, which in, my opinion, makes them not worth even mentioning. That said, I love the Northpole map for the old Wolfenstein: Enemy Territory.

I just made the connection that I tend to hate snow levels in games because I hate winter in real life. Anyhow

Winters - Earthbound

Also the snowball fights in FFTA were amazing and Wright agrees n_n

The Tibet levels in Tomb Raider II are pretty good, particularly Tibetan Foothills.

The ice world in Super Mario Bros 3 is always a highlight of a run through, even if there are one or two levels that irritate a little bit.

Freezeezy Peak in Banjo Kazooie and some of the levels from Donkey Kong Country / Yoshi's Island - already mentioned; all great fun.

Always enjoyed the Surface levels in Goldeneye, particularly with infinite ammo / all weapons and unlimited enemies.

Snow world in Space Station Silicon Valley is full of charm (as is most of the game).

Journey death sequence.

Actually last night was my favorite. I was high in the mountains in Skyrim VR, south west of Riften, clouds were moving in in the valley below me, snow blowing off the mountain sides. Breathtaking moment.