Winter offers a completely different set of opportunities and challenges - both to exploration and photography.
Snowshoes are my favorite way to explore the backcountry in winter. It takes about twice the energy to cover a mile as it would hiking in summer, but the rewards are great scenery and an incredible experience.
I recommend carrying spare camera batteries in a pocket that's close to your body. The cold weather saps the juice from your camera batteries rather quickly. Other than that, the only other challenge I've found to winter photography is fogging - of the lens, the viewfinder, and my eyeglasses. My DSLR behaves like a champ in much colder temperatures than my 35mm could handle.
If you're planning a ski vacation to Colorado, consider taking a day or two to explore the backcountry by snowshoes or cross-country skis. You probably don't get our here too often in winter, so take advantage of a bad weather day to try a new outdoor activity.