Put several fences around a block of dirt that is raised above the ground but leave a hole for you to go in.
Make a snow golem on the dirt block.
Make sure the fences are high enough so the snow golem can't escape.
Dig the snow that is under the snow golem to get the snow. Make sure not to hit it or it will die. Doing this is a lot faster and easier than waking around looking for snow.