We don't get much snow in the UK, so I don't have much experience photographing it, and when I tried photographing falling snow last year I found it very hard to capture the snowflakes in the air — they either didn't show up or were just streaks. Is there a shutter speed that is best for this? I don't want to use flash to do so.
Any other snow photography tips welcome from those in snowier places!
UPDATE
Here's a couple of shots that I got when I tried the techniques suggested. These were taken with a Panasonic Lumix G1, 14-45 lens at about 25mm (50mm equiv), pop up flash, a plastic bag and an elastic band (to keep the camera dry). Also on my photoblog.

Thanks to everyone for the help, definitely made the difference — the shots without flash are very boring; just looks like heavy rain. And I know the bench is out of focus in the second one — didn't set the focus point correctly and the DOF is wrong, but was starting to get so, so cold :-)

