Depends on how convenient you want your snow anchor to be and in what kinds of snow conditions into which you are setting it.
Generally, for the Rocky Mts in the winter, snow is pretty dry and fluffy. Trying to set something like the Vargo or SMC or MSR Blizzards can be challenging. It gets easier as the snow density increases towards spring.
Fabric stakes are the other end of the spectrum, and work well enough. Unlike metal stakes, which you can release from softer snows simply by grabbing the cord and yanking, once you've dug down to near the stake, you don't have that option if your fabric stakes are made with ultralight materials.
I usually take T-Anchors. They are easy to set, don't need to be set deep, and quick to pull out - because they don't need to be set deep (unlike narrow snow stakes like Blizzards etc.).
Since 95% of my winter backcountry travel is on skis, I have four very effective and very easy stakes already (2 skis, 2 poles). Snowshoes are also very effective, jammed down 2/3 of the way into a soft snowpack they work great.
I've moved away from the "ultralight" fabric stakes because they are a pain to deal with, and winter time is short, so I want my shelter pitch to be quick, especially when taking a tarp or 'mid style shelter.
My setup, for an Alphamid, for example is this:
5 T-Anchors. These anchor the corners and pole guyline. I have AirCore Pro guylines attached to each corner guyline tie out - short ones, but with the adjustable cam tensioners in place on the tarp end, and an overhand loop on the other. Each T-Anchor has about a 1-foot loop attached to it, with an Ursalite carabiner. Then, to pitch the shelter, I lay out the corners, attach all the T-Anchors with the carabiners, and set the T-Anchors. Raise the pole and set the pole guyline T-Anchor. Bootpack each T-Anchor for about 15-30 seconds to sinter the snow effectively around it. Tighten the tensioners. Use skis as stakes to prop the doors open, poles as stakes to raise the back sides of the Alphamid. Carve out the shelter, cook dinner, etc., then before going to bed all the tensioners get retightened now that the T-Anchors are well-set into the snow.
If I have time and want to ski, I can grab the skis and poles without collapsing the shelter, which is very convenient. The skis and poles prevent you from having to carry 9 T-Anchors.
T-Anchors weigh 1 oz each or so. Guylines and Ursalite carabiners add a fraction to that. The convenience is terrific.
T-Anchors could be lighter. I made some out of thin sheet 6000 series aluminum that came in at 0.4 oz apiece. They lasted about a season, getting pretty bent up when pulling them from hard snow.
Some folks will be tempted also to use their snow shovels as a stake. I wouldn't if the weather forecast is iffy. You need the flexibility to be able to dig at night in a big storm, and just having a shovel around camp is very convenient. Carol and I were both digging out our shelters during the night in our recent trip to Yellowstone in the midst of a grand storm.