When we purchased our CX-9 GT AWD, I factored in the cost of a set of 18" wheels and good snow tires. The stock 20" wheels and tires are clearly performance biased (Zoom Zoom!) which is exactly what I wanted in good weather.
As soon as I got our CX-9, I started watching eBay for a good deal on the factory 18" wheels. I got a set with tires for $425 shipped and then resold the tires for $250. In late November I purchased a set of Dunlop Grandtrek SJ5's (P235/65/18) at Discount Tire ($825) and had them mounted and installed. Total investment $1000.
We had a decent amount of snow overnight (10") and the roads were still snow packed this morning. I decided to do a little testing...
I found a nice open stretch, came to a stop, and floored it. No spinning tires, it just lept forward, dumping the snow off the back half of the roof. I then hit the brakes hard. It stopped FAST, the ABS coming on intermittently, and the snow from the front half of the roof sliding over the hood! I found a large open parking lot and tested its cornering capabilities. While it's not immune to the laws of physics (big heavy objects tend to continue in the same direction!), it was very predictable and controllable.
I took our FWD Volvo out (good all season tires with lots of tread) and had to start rather gingerly. Stopping was a complete ABS exercise - fully in control, but a LOT longer distance than the CX-9.
So my lessons were these:
1. Good snow tires make a HUGE difference - FWD or AWD.
2. AWD allows you to start more quickly in low traction situations
3. AWD will give you a slight advantage in emergency maneuvers
4. AWD does NOTHING for stopping
5. As sold, the CX-9 is NOT an SUV, it is a performance CUV, and Mazda's choice of tires reflects that.
6. In winter conditions under normal circumstances - flat, straight, smooth acceleration / deceleration - snow tires are not required.
7. In emergency situations - emergency braking, accident avoidance maneuvers - winter tires may give you the extra margin that saves your life.