As with most of Robert Frost's poetry, there are several major themes to be found within "Stopping by Woods on a Snowy Evening." Different readers will define different interpretations as being the "major theme."
Certainly, one theme contained within the poem is the appreciation of the natural setting in which the speaker finds himself. He stops his travels to watch the falling snow and listen to the soft sounds of the wind in the woods. He may be regretting the difficulty of remaining in tune with nature as his horse shakes its harness and interrupts the solitude.
On a more introspective level, the "lovely, dark and deep" woods may be seen as a symbol for a peaceful time in the speaker's future - death, perhaps? The speaker is obviously attracted to the tranquil nature of the wooded area he is observing, but he has obligations to fulfill before he can "sleep."