Wait for a really cold day. The colder it is, the less clumped and more detailed the snowflakes will be.
Go to a window. Only occasional snowflakes will land there, and they will be in a perfect position for pictures.
Take a picture of a particularly pretty snowflake
Feeling fancy? Lay stuff behind the glass to add holiday colors.
Another idea: Open the window, and let some flakes come in. Take pictures of them melting.
These pictures will seriously impress your friends. And you don't even need a super fancy camera to take them. You can try using your phone, too. Enjoy!