I have been told that shooting in snow puts a blue tinge on the shot due to excessive UV rays, overexposing for the extra light of the background i.e. Snow, will not fix this, but a special red filter will and solve the underexposing due to the bright snow.
Does anyone know exactly what type of filter and if it does a good job?

For video? I use a polariizer or a neutral gray graduated filter, but with both, it's better to use a tripod because you have to play with them to set them up correctly. As soon as you move your cam you have to re-adjust them. Have you tried using a plain ND filter?

Colin,

What you're describing can happen if you were to white balance on the snow itself. As long as you use a good white card (or something other than snow) you should be fine. I've never had that problem with my GL2.

I have had good results with white balancing using the clouds.

The "Outdoor" preset on my Canon XM2 usually gives an okay result. (Blue sky/sunshine)
Auto white balance gives always a slightly blue snow.

Do a manual white balance off a card for sure. Sometimes white balancing off the snow works great it depends on the lighting conditions. If your shooting on a sunny day you should go with an appropriate ND filter and definitely a polarizing filter it will help to keep the sky a rich blue and keep the colours in your shot looking vibrant. A great tip for shooting on snow is to avoid areas with extreme shade and sun in the same shot. You will be forced to decide on whether to expose for the shadows or the highlights, indications that a better location or extra lighting or flagging is required.