I use winter tires (4) on the same steel wheels as my summers (a drag to pay for mounting/balancing, but still less expensive in the short term).
Although for the past couple of winters I've just kept my all-season Michelin X-Ones on. They're a bit of a handful in the snow now. I'm actually start to research around for good winters right now.
The best traction I've ever had was with Michelin Aplins (I think... Michelin had 2 winter models that would fit, and these were the top ones) on a Subaru Legacy GT. Felt like velcro sticking to the road through the snow!
I've driven all-wheel-drive cars and front-drive cars both with and without winters, and the winter tires do help a lot. All-wheel-drive will usually make sure you don't get *stuck*, but on bad tires in the winter, you'll still have to work a lot at keeping it going where you want. I've found that 4 winter tires on a front-drive car is better than summer tires on an AWD car (safer, more control/stability) on snow and ice. But AWD cars are just more fun ALL the time (if you are a rally fan like me)!
My two cents are now up.