I personally keep a compact snow shovel and a cold steel shovel in my car. I realize they're both sub optimal in that I'll wish I had a full size shovel when I need them, but thus far I have needed neither and I can't justify the space for a full size space.

Lots of discussion in this thread: http://forums.equipped.org/ubbthreads.php?ubb=showflat&Number=190632&page=1