Here Comes Jack Frost by Kazuno Kohara has been a winter favorite since Collin and Reagan were little. All of the illustrations are blue and white; it is very appealing visually and almost demands some kind of art project to follow the reading. A few years ago, I did this same art project with Collin and Reagan.
I used pieces of masking tape on watercolor paper to create trees and then let Kate paint over the tape with blue watercolor paint.
After the paint dried, she tapped a paintbrush dipped in white paint to create snow in the air of her tree scene. There was paint everywhere, but Kate loved doing this. Here is a tiny video (you can also see this video on my Vine page).