There's an art to winter driving that will only come with experience. It's all dependent on the ability of your wheels to get traction, and that can vary from top to middle to bottom of the hill. Very generally speaking, in gear is better, but, the engine braking effect experienced in gear can cause the front or rear wheels to slide if they hit ice or excessively slippery snow/slush. If that's the case, experience will tell you whether to hit the clutch or give it some throttle to pull the front end in the right direction.
All this varies even further depending on whether or not you have front, rear, or four wheel drive, and whether you have posi' or not.
Start with small hills, bracketed by shallow ditches and no trees and get used to what can happen. Or, get jiggy in a mall parking lot after dark, getting to grips with how your vehicle moves when it loses traction.
I saw a utilities truck going down a hill once with his wheels periodically spinning in reverse. He either totally knew what he was doing, or he just lucked out while trying what looked to me like a crazy-ass maneuver. Either way, it worked for him.