I've had a sling snow ball fight.  As long as the snow isn't really hard (aka ice balls) it's great fun.  On impact, they just turn into a puff of white dust.  The problem is, it takes an awfully long time to make one and load it.  You need about 10 people to make it fun.

Chris

Here's how I made my old staff sling:

Take one 4 or 5 foot staff, like a broom handle. Take a sling with one string being 3 feet, and the other 3 feet + about half the length of the shaft. The end of the short string is tethered to the end of the stick. Also, at that end, screw in a little metal hook. Take the long string, thread it through the metal hole, and then lay it across the rest of the shaft. Then, load the pocket. Hold the long string on the shaft, and throw like you would a lacrosse stick. Then at the end, release the long string.
Try it!