Snow walking is great fun, especially at night with everybody carrying a flashlight or lantern.
Equipment: The organizers of the trip will provide you with the snow shoes. They will also make a fire, offer hot wine and excellent food. Ask around in the city for people that organize these kind of trips. I don't remember the guy's name that organized the tour I was on, sorry.
Lots of fun and more environmentally friendly than the snowmobiles. OK, on second thought, snowmobiles are good fun too.