Interesting question...well here is the deal!  When we see snow here in eastern/central PA and western NJ it is often a bit warmer or closer to the 32 degree/freezing mark causing the snow to be wetter.  However, when precipitation falls into air where temperatures (at the surface and aloft) are very cold, the result is "dry snow". In other words, the snow has a much lower amount of liquid. Wet snow, can have a snow to liquid ratio of 3 to 1, 5 to 1 or 10 to 1 (meaning 10" of snow = 1" of liquid). Dry snow by contrast could have rations 20 to 1, 30 to 1 or higher! This means there are more pockets of air between the snow crystals....thus dry snow is MUCH lighter. Dry snow is great for skiing but not good for making a snowman (not sticky).

Wikipedia has a great paragraph on how the snow crystals are actually different shapes based on temperature and moisture content:

"The shape of the snowflake is determined broadly by the temperature and humidity at which it is formed. The most common snow particles are visibly irregular. Planar crystals (thin and flat) grow in air between 0 °C (32 °F) and ?3 °C (27 °F). Between ?3 °C (27 °F) and ?8 °C (18 °F), the crystals will form needles or hollow columns or prisms (long thin pencil-like shapes). From ?8 °C (18 °F) to ?22 °C (?8 °F) the shape reverts to plate-like, often with branched or dendrite features. At temperatures below ?22 °C (?8 °F), the crystal development becomes column-like, although many more complex growth patterns also form such as side-planes, bullet-rosettes and also planar types depending on the conditions and ice nuclei."

So the dry snow has reflective/prism effect giving it a glittery quality..