generate a bedgraph with

$ mysql --user=genome --host=genome-mysql.cse.ucsc.edu -A -D hg19 -N -e 'select chrom,ROUND(chromStart/1E3)*1E3 as chromStart ,(1+ROUND(chromStart/1E3))*1E3 as chromEnd,count(*) as count from snp132 where chrom="chr22" group by ROUND(chromStart/1E3) '> chr22.bed

convert to bedgraph to bigwig with bedgraphtobigwig http://hgdownload.cse.ucsc.edu/admin/exe/linux.x86_64/

$ mysql --user=genome --host=genome-mysql.cse.ucsc.edu -A -e '
                            USE hg19;
                            SELECT distinct chrom,chromStart,chromEnd,name
                                FROM snp132
                                WHERE chrom = "chr22";
                            ' |\
                            tail -n+2 |\
                            perl -ne '
                            {
                                chomp;
                                @a = split (/\t/, $_);
                                $kb = int($a[2] / 1000);
                                $h{$kb}++;
                                if (eof) {
                                    print "browser position chr22\nbrowser hide all\ntrack type=wiggle_0 name=\"SNPdensity\" description=\"SNPdensity\"  visibility=full autoScale=off viewLimits=0:50 color=0,0,255 yLineMark=25 yLineOnOff=on priority=10\nvariableStep chrom=chr22 span=1000\n";
                                    foreach $kb (sort {$a<=>$b} keys %h) {
                                        $post = $kb *1000;
                                        print "$post\t$h{$kb}\n";
                                    }
                                }
                            }' | gzip > hg19.snp132.chr22.wig.gz &

This way, no additional tools are needed.