I have a rough concrete floor. I'm thinking of spaying closed cell foam insulation to level the floor and then laying engineered snap flooring planks over it. Has anyone ever tried this?

You will not get a flat enough floor surface with sprayed foam. You can lat down rigid foam boards, tape them and then put down your snap flooring. Check the manufacturer specs, most snap flooring is not recommended for below grade. How to Insulate Your Basement Floor | eHow.com