Japanese tend to use nouns instead of verbs.
So "雪遊び" is better than "雪の中で遊ぶ" or "雪遊びをする"
"好き" means less than "love", such as "like". "大好き" represents better nuance of "love"
I say "雪遊びが大好き". Note that the topic of the context must be you when you say "雪遊びが大好き" stating your interest.
If the topic is other than you, so you have to bring the topic to you: "私は雪遊びが大好き"