I'm going to disagree with most people here and give the thumbs up to clipless. As far as I'm concerned, winter riding can be as technical as most mountain bike riding. If you feel comfortable riding off road with clipless, the snow should be about the same. Now, Shimano SPDs really don't work well for anything except dry streets, and I'm not sure why people still use them. I've been riding Time ATACs in the ice and snow for several years, and really haven't had any particular trouble with buildup. They perform about the same as they do in the mud. Recently I've switched to Egg Beaters, and expect they will work well also. As far as the cleat acting as a heatsink, I haven't found this to be a problem. The only disadvantage to going clipless is that most clipless bike shoes are not well insulated. This fact led me to buy a pair of winter biking boots, which are wonderful, but somewhat pricey. Now get out there and ride. Good luck whatever you decide.