Microsoft has recently opened a new sub-site of MSDN, MSDN Code Gallery. Here’s their main statement:
Download and share sample applications, code snippets and other resources
MSDN Code Gallery is your destination for downloading sample applications and code snippets , as well as sharing your own resources.
Usually, people would go for community sites for code samples sharing, or create some open source area like CodePlex, creating projects that only work as sample base. Others would use those or the sample codes available in different MSDN dev centers from time to time for downloading code samples.
Now, we have the place for those little snippets :).