Unless your flight has been grounded because of an error or mishap on the part of the airline, you're not entitled to a whole lot of benefits. Winter weather is something that the airline has absolutely no control over - even though it is an annual source of misery for everyone. There are times, however, when you can expect some form of compensation (especially if you're travelling in Europe).
If your flight's been grounded or severely delayed, take a moment to figure out your rights. That's especially true if you plan to start demanding compensation. Now, it's unlikely you're entitled to much these days. But, it doesn't hurt to check - and you can do that using this handy link.