Actually it's very easy to accomplish. Leave the transmission in any position other than Park and press the start button. Everything stays on. Put the tranny in Park and when you're ready to turn everything off, press the start button again (twice I think) and everything is off.
I live just east of you, and AWD is a requirement for me if I want to get off the mountain I live on. My last car was a FWD Mazda3, and I just didn't have the confidence in it. Of course there was no problem this past winter.
I ordered it with my car, and it has caused a huge delay in its arrival. Not sure at this point if it's worth it since I've been waiting nearly a month for my car. All I get from the salesman is that the car is on a truck headed this way from San Diego. The truck must be enjoying the sights...