Much like the knights of the cross the amount of power the winter knight wields is not always the same. If Mab wants it Harry can have more power and can even be shielded from the mantles influence to a certain extend as was shown in Changes.
Slate wasnot that powerful but he was one of Maeves throw away knights so that was to be expected.
The main thing the mantle offers is power. Spiritual power with a winter nature. Too much of it and he would probably become winter sidhe and not mortal so the power is limited. The extra tricks Butters speculates about are probably tricks to get the most out of it.
Harry is a wizard so he has his own spiritual power and good ideas how to use both his mantle and his own power. The more he uses the more he heals the further he can drive his own body ignoring limits. A winter knight who is also a wizard can do so much more.
In cold days Harry lets go and he has to struggle to keep his identity. In some aspects that looks like a more powerful knight than in Skin Game when Harry has much better control of himself.
But actually skin game Harry is a more dangerous opponent.
As I was re-listening to Cold Days, I was getting annoyed with Harry always whining about how he was cursed to go bad because of the Winter Knight mantle. He has been dealing with temptation to go dark for his whole adolescent and adult life as a wizard. The difference betweeen vanilla human and wizard is probably an order of magnitude greater than that between wizard and winter knight. Perfectly fine for Harry to worry about going bad... that trait probably helped him avoid going dark as a wizard, but it was getting annoying that he couldn't see that he has the ability to avoid going dark.
Tack on being the Warden of Demonreach and knowing the Darkhallow and, far more importantly (because the temptation was greater since the shadow was living in his head) avoiding taking up Lasciel's coin, and he really should have a little more confidence in his ability to write his own future and not succumb to temptation.
I wonder if Jim is telling us something here. Harry has been getting lectures from Uriel about the importance of free will. Maybe Harry will finally get that confidence in himself someday and actually take up Lasciel's coin, but be the master of the coin, much like Nicodimus is the master of Anduriel.