One of the best times to remove snow from your driveway or sidewalk is immediately after the snow has fallen. This way, you can get the snow off the ground before it has a chance to freeze, when it is much more difficult to remove. Additionally, removing snow right after it falls minimizes the risk of letting more snow fall on top of the snow that has already settled.
During a daylong snow "event," it may be beneficial to shovel your driveway or sidewalk several times throughout the day. That way you won't have to shovel a foot or more of snow at once. The downside is that you will be out in the cold several times throughout the day. However, it should take most people a few minutes to shovel. Those with an abnormally long driveway may be better off buying a snow blower or a plow.
If you return home from a trip and find your driveway buried under snow, you probably don't want to grab a shovel and immediately get to work clearing the whole driveway. Instead, wait until the twilight hours of the day. The sunlight may not melt the snow, but it will loosen it enough to make shoveling somewhat easier.