Cold snow will draw out the moisture from smaller twigs and branches. Bigger, non standing logs will get waterlogged and stay frozen all winter. When it rains, water will shed off standing deadwood but will wet any horizontal, unsheltered wood and it will totally soak anything on the ground.
I don't have much experience in the snow, but in my climate during the wet winter, yes, I do need a sturdy fixed blade for fire making. Preferably a folding saw as well. It's called a one stick fire or a split wood fire. I recommend watching this video: http://www.youtube.com/watch?v=sawri36ga1Y Being able to make a fire using just your ferro rod and wood shavings as tinder is a very important skill to know.
Now, depending on your type of woodland it might be easier than that. A braodleaf forest usually requires processing bigger, harder wood to get anything dry. If you have a lot of shelter conifer branches, that should work. Unsheltered branches are going to be wet all the way through. If you have birch bark, you can just keep piling it on until it lights. Pine resin makes really good tinder as well. So don't worry about the long term weight of your firestarter, you can just replenish that.
Either way, just get out there with a folding saw and a mora. Test out different tinders and woods in dry and wet conditions. It's fun. You will find out what you need and don't need very quickly.
I have never even used an alchohol stove, but I would assume a 3oz mora would be much lighter than fuel. Besides, you can use it to carve points and notches on ridiculously big to pound into the frozen ground. A razor blade is a sad excuse for a knife if you ever have to use it for anything more than cutting open mountain house meals.