It depends on where you want to go. We usually take our AWD Subaru to the mountains in the winter (on premium winter tires, always!) and it's fantastic. On the Icefields Parkway between Jasper and Banff, I've gone over Sunwapta Pass when few others could get up the fairly steep hill.
Now, what about going down the other side? Well, that's where the good tires REALLY come into play. Kept us off the guard rail and from tumbling down a "holy crap, we're dead" slope. Slow driving helps. Too many AWD/4WD pilots don't slow and play it safe.
Now, that trip, a pair in a Golf made it over with us (two Scoobs and a Golf) thanks to his studded Nokians, but he did have a tougher time going down. Why? The extreme front weight bias of the Golf had it wanting to swap ends more than the Subarus. The AWD stuff adds weight, yes, but the extra weight in the back helps the rear tires bite under braking. A Porsche 911 brakes like it hit the wire on the deck of the U.S.S Enterprise thanks to the engine hanging out the back. We also noticed that even in the Forester (which is higher than the Legacy or Golf) the boxer engine is very low and mounted longitudinally, and farther to the rear, than a FWD car. The Subaru transmission is in the middle, not out front. Add the rear diff, and driveshaft, and so on, and it's much better balanced than the FWD cars.
Going up the pass was a struggle for the Golf as the weight shift compromised traction for the FWD, but the studded tires did the trick. It was more important to keep the Golf moving, which was a challenge as there were cars sliding backwards down the highway. The Subarus could be stopped and started, and maneuvered much more easily than the Golf.
Around town, does the Forester have a significant advantage over our FWD Corolla. Well, sort of. Pulling away at icy intersections, yes, but once moving, the advantage is less. Still there, but less thanks to plowed streets and sand/salt use. One thing I GREATLY prefer in the Subaru is the rear LSD, meaning I can steer with the throttle, and it loses that horrific FWD understeer.