I've fallen though the ice dozens of times, both on foot and on snowmachines.
Falling through in a lake is not a big deal if you keep your head. You already know that the ice supported you until you fell in, so you're going to want to be going back the way you came.
The important part is to get out immediately while you still have added buoyancy from your winter clothing before it saturates.
Allow yourself to bob down into the water, and as you begin to rise again, scissor your legs and launch yourself up onto the ice (like a Seal or a Penguin would) on your stomach. Do NOT stand up.
You want to distribute your weight as much as possible, so just slide yourself forward until the ice is thicker again. And, of course, get to shelter before hypothermia sets in.. it sucks.
Lakes don't bother me, it's the rivers that scare me.
Fall through in the current of a river and you're toast... I have nightmares every year the night before I break the trail to the cabin, 20 miles of treacherous river.
Interdum feror cupidine partium magnarum Europae vincendarum