It's really as simple as that. Collect a bucket of snow outside...and pour it into the sink!!
I've found that as much fun as it is to play outside in the snow (and we do that too all the time) you can really explore and experience the snow better when you are nice and warm inside the house. Not to mention up close and personal with the snow up at eye-level.
And clean up is as easy as waiting for it all to melt.