Long, cold winters means the ground will freeze deeply. The frost will heave your structure. Snow is a good insulator, which will reduce freezing. But a wet autumn followed by a cold, dry winter will make the frost heaves deep and strong. Your local building department can tell you the specified frost depth, which leaves a suitable safety margin.
The conventional way to address this problem is to pour a concrete foundation that reaches below the foundation, resting on a footing that is wide enough to distribute the load so it doesn't sink.
A rubble trench foundation can save you the trouble of pouring such a deep foundation. Basically, you ensure that drainage is so good that there won't be enough water in the soil to frost heave. See http://en.wikipedia.org/wiki/Shallow_foundation#Rubble_Trench_foundation
You could use concrete piers. You only have to go deep in a few places, instead of all around the perimeter. Sonotube is a common product for this purpose. Similarly, you could put pressure-treated posts in the ground.
You could use adjustable pier blocks on grade (just remove the topsoil). They will heave and settle. Every spring you adjust them to restore them to level.