I was out in the full moon Friday night until the wind ruined it. Called in one and my buddy missed it. Should have been out Sat night, but too much beer and steak ruined my motivation.
It's hard to get all the right conditions together: enough moon, enough snow, not too much clouds or wind, so I recommend everyone give it a try if you ever get a chance.
In my experience, they are much more bold and will cross wide open stretches, roads, etc that they wouldn't in the daylight.
I usually try to target sloughs or small lakes and sit right on the shoreline. They love running on the ice and having a big flat area in front of you gives you a better chance to see them before they're on top of you. However, it's not a bad idea to bring a shotgun in case they come right down the shoreline and into your lap.