Popular Science has a great bit on how to "Save a Snowflake for Decades". It sounds pretty simple. Pre-chill microscope slides, cover slips and regular super glue. Catch a snowflake on the slide, add a drop of superglue, drop on the cover slip, and store in the freezer for a couple of weeks while the glue sets. voila! I've got to try this next time we get a good dendrite snow. The pic at right is from the popscience page.