yes, it is best to expose correctly. And in a winter scene with lots of snow, that typically means setting exposure compensation to overexpose by a stop or so (give or take a little depending on the scene).
Best thing is to have the exposure of the scene correct out of the camera, whether shooting raw or jpeg. Imho if i have to push/pull in post i screwed up in evaluating the scene and/or setting the camera correctly. (no i'm not perfect, but i strive to get it right in-camera vs. Using post as a crutch)
also, to add to your point about blown highlights; yes you want to avoid clipping, but better to err towards overexposure than underexposure. Although i'm sure you know this, for others please see "expose right" at luminous landscape for more info:
http://www.luminous-landscape.com/tutorials/expose-right.shtml