You take a square of paper. You fold it in half, diagonally. Then again. Then again. And one last time. You always fold around the same point (the center of your original square), or you get into big trouble -- no snowflake. The last fold won't go neatly into triangles -- that's okay. You just cut off the excess to make a neat little isoceles triangle, and then round the short end off ('cause snowflakes are kind of circular). And then it's just a matter of making lots of little diagonal cuts, and trying not to accidentally cut through all those folds of paper. You can do it with plain white paper, which is suitable for taping up to a window, or you can do it with shiny silver and blue paper, which is suitable for taping up to a wall (or a window, I suppose). And you get something like my wall above.
And okay, maybe y'all knew how to do this already (I certainly hope so), but just in case not, I thought it would be best to review it. It's the holidays, after all, and even if you live in California, you should be able to have fake snow. (Actually, most of the web sites I just glanced at use a completely different paper-folding technique, in order to create a six-pointed snowflake, which is supposedly more true to nature -- that's fine, but I like mine better. :-)