During my off-season in the deer woods, my 2nd passion is trapping coyotes. When the ground is still nothing but dirt, I'll run foot holds like most of the other trappers out there, but once the now flies it's primarily snares. The hay set in this video is about the only other way I'll set in deep snow, or in this case on ice. It's worked great over the years and has really helped add a lot of fur on the trapline.
I just run a 3/32" 7x7 cable with cam biter locks. I load the snares when I'm building them so that they are rounded instead of a teardrop. Seems like I have better luck when they are loaded.