This would depend on what look you are going for. If you use any of the auto settings the camera will attempt to make the picture more or less uniformly lit and you'll end up with super bright street lights and/or dark snow as the camera wants everything to be grey.
If you want a low key (dark) image you need to apply exposure compensation or use manual mode and use a faster (than auto) shutter speed. If you want a high key image (bright) you would want to use a slower (than auto) shutter speed.
I live in Alabama at the moment so I can't play with this myself, but I would be interested to see the effect a flash has given the highly reflective nature of fresh snow.
If you use the auto settings you can look at the settings the camera used (aperture, shutter speed, and ISO) to determine the starting point for your manual settings and then decide (based on what you do/don't like about the corresponding picture) how to adjust from there.