The water won't freeze completely if buried in snow, but do bury it upside down. Unfrozen water doesn't do you any good if it is under an inch or more of ice in a bottle. Alternately, make or buy a cozy for your water bottle. The two reasons I take hard nalgene bottles in the winter are that I trust them to stay closed with hot water in my sleeping bag at night, and the wide mouth make chipping away ice to get to the water easier if a bottle partially freezes.