Based on experience and tons of studies, the most critical factor in sub-zero conditions is your tires. Get snow tires on! This makes an incredible difference, far more than your drivetrain (apart from rear-wheel-drive, which is downright treacherous)! If you live in the north or Canada (or elsewhere) and are likely to experience significantly cold winters, an AWD or full-time 4WD system might give you a slight advantage on the roads. Traditional 4x4 setups could also be beneficial for getting out of drifts or traversing steep roads or driveways, but it's vital to turn it off once you reach cleared asphalt. I often point readers to the following YouTube video: a brilliant representation of how much your tires matter! Please watch it!