I remember pulling icicles off of this very roof when I was a little kid. They were better than any store bought popsicle. As stunning as they are though, if you're not careful they can turn into dangerous ice dams that can do serious damage to your home.
Ice dams happen when ice builds up on the edge of your roof, sometimes in your gutters. When the snow on your roof melts the water pools up behind the dam. This can warp shingles and leak into the house. We actually ran into this problem the first year we bought our house, before we knew how to handle it. It peeled the paint and cracked the drywall right underneath the roof valleys. It sucked.
There are some steps you can take with your home to prevent dams from forming, like insulation and flashing on chimneys to keep the heat from your house from melting the snow.
If they do end up forming, here are some simple things you can do to keep them from doing permanent damage.
Keep your roof clear, especially at the edges. Use a roof rake to scrape off the first 3 feet or so of snow. A push broom works in a pinch too. Pull the rake or broom towards you, instead of side-to-side, so that you don't damage the shingles.
Break off big ice chunks. Carefully use a pick or blunt tool (do NOT use an axe) to break ice off of the eaves and then work up to create a channel for the water to run off. This can be really tricky to do without damaging the house, and can get dangerous. You may want to call in a professional if you're at all uncomfortable with it. You can always watch them do it the first time and then decide if it's something that you want to tackle yourself the next time.
Treat with calcium chloride. Ice melt pucks are pretty inexpensive and easy to use. They melt areas of ice on the roof to let water drain. You can use them on existing ice, or preventatively to keep ice from building up. Just make sure you follow the instructions and use sparingly.
We've tried some other solutions like heat application and the pantyhose trick (don't ask), but the three things listed here have always worked the best for us. Thankfully we haven't had any roof leaks since!