I had my first experience this morning. Bought my 2010 Mazda3 S two days ago and was going to drive from Park City to Salt Lake City to get winter tires put on. Going over the pass my OEM tires didn't make it and I bogged down. Fortunately, yesterday I'd bought the Auto-Trac tire chains from Wal-Mart. They cost $60 for a pair, but are easy to put on and self-tightening. Wal-Mart also had cheaper chains for $40 and cables for $30. The Auto-Trac was worth the investment. The weather was crap, but I had practiced in the garage (to make sure they fit) last night, and it took about 90 seconds to put one on. (I didn't bother with the other side, since I only needed to make it 1/4 mile over the pass.) Worked like a charm. Be sure to make 100% sure that the tires size you'll be putting them on is listed on the package.
Note that if you get good winter tires, you don't need chains. My previous car was a 2001 Protege. For the seven years I drove that, I'd run studless Michelin Blizzaks or Nokian Haakenpelittas and never, ever got stuck on my winter commute to my snowy neighborhood 2000 feet higher than my workplace. Make sure to get four. I carry a set of chains during the "shoulder season" in case a surprise storm comes in when I've still got the summer wheels on.