In reply to GoneFishing111:
The whole 'leader must not fall' comes from the days before modern protection. While it no longer applies to the same extent to rock climbs, for any activity involving axes and crampons the risk of snagging a point and snapping an ankle (or worse) is as a few posters have mentioned pretty high. I know of one girl who took a fairly short fall on icy/mixed ground and did just that.
The whole 'gear is rubbish/belays are rubbish in winter' thing is imo a bit of a self perpetuating fallacy; people hear it, accept it, don't look for gear properly and then report that a climb is poorly protected. If you take the time to brush snow from all the cracks and carry a big rack you can usually find something. Peckers, bulldogs etc help. That said, I tend to choose to climb IV 5 or V 6 routes over V 4 and VI 5s...
I'm way more conservative when it comes to trusting ice protection than rock pro; not something I plan to change. Any ice screw is only as good as the ice it's placed in, then there's the question of what that's bonded to etc.
I'd second what Mischa said about being willing to clip into an axe and rest or even lower off instead of taking a fall. There would be a lot of time in hospital to regret playing by someone else's rules.
R