they're great in the deep snow. i take mine for a walk in the snow a lot of mornings. the bound in and out of the deep stuff, hide in tree wells and chase each other, and all around make me laugh. they're even great for breaking trail in the fresh stuff. watch out though...they'll step on your tails and mess you up when you're skiing or snowshoeing.
i wouldn't take mine to the crag though...they're ill behaved rogues and would bark endlessly.