I would say snowshoes. We're discussing an urban environment, so you'll be maneuvering around other people, obstacles, potentially some cleared streets, etc. I would expect this to be much easier in snowshoes than in skis. I see very few reasons I'd want to go more than a few miles by foot in a snowed-in situation, and in an urban environment you probably wouldn't be able to maintain much speed on skis anyway due to obstructions.