Here in NY I have LEDs all over, never had an issue with snow. I run my own brand of LED Conversion Kits in my headlights, no issues at all. I sell a TON of LED Conversion kits to Canada, no issues reported yet.
LED's do generate heat actually, but not as much as halogen bulbs will. I never had ice build up whiel driving in the 2 winters I've had the truck so far.
In fact the last time it snowed I left the truck running to warm it up and turned some of my LED light bars on... it melted the snow around them.
The unlimited kit is the best kit. I'd recommend getting a set of amber lenses to go with them so you can put them in for bad weather (I know Baja used to market the ambers but for some reason went back to all clear lenses). I think a lot of my customers actually order amber lenses to go along with the kits.
I'll even throw in a free pair of amber lenses (now through Christmas) on any Sportsmen/Pro/Unlimited kit purchased on our site (just contact me directly for the free lenses PRIOR to placing the order so I don't forget to have it picked/packed that way - I have full stock on the kits/lenses).
I love my amber lenses on my OnX6 40" Dual Control bar. It's my favorite light on my entire truck (and I have over $6k in Baja Designs lighting)