Take care on cool, cloudy days. Damaging rays aren't inhibited by clouds, and you can still get burned because ultraviolet light can penetrate cloud cover. Take precautions even when the sun isn't shining brightly.
Don't let the snow fool you either. During the winter months, many winter recreationists, such as snow skiers, learn the hard way that high altitudes (which have little atmosphere to filter out the sun's rays), blustery winds, and white snow can be a painful combination. Cover up with appropriate clothing and a sunscreen with an SPF of at least 15. Don't forget to wear sunglasses, too, to avoid "sunburning" your eyes.