Shovels or Spades are the fastest item to use to dig dirt, grass, sand, gravel, and snow. In 0.9.0 there is a gltich where occasinally a stone shovel will have the digging speed of a diamond shovel.
Shovels can be crafted with wooden planks , Cobblestone, Iron Ingot, Gold Ingots, and Diamonds. It also needs 2 Sticks to craft a shovel. Shovels are the only tool that can shovel snow and to get a Snowball. If you dig it with a hand, or anything else besides a shovel, you will get nothing. One of the easiest ones to use is the stone shovel.