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In some parts of the U.S. the vehicle traction system competition is almost pointless. There is little merit in comparing AWD vs 4WD systems in areas where the weather is always pleasant and it never dumps mountains of snow or there is rarely a torrential downpour. For other parts of the nation though the type of traction system you have in your vehicle matters a great deal. Take the New England states for example where AWD vehicles are quite popular for getting around on the frequently snow-covered and slick rural roads.
There has been a great deal of progress from tire makers in developing better tires specifically for the challenges of winter weather. Different tread patterns and adjustments to tire rubber compounds can help a lot but nothing works quite like adding an extra set of driving wheels. The best AWD and 4WD vehicles combine the enhanced traction of extra drive wheels with a smartly designed torque distribution system that is able to apportion power to the wheels that have the best traction and are in a position to get the vehicle moving with the most efficiency.
While the term 4WD tends to be applied more towards vehicles that have the capability to manually control the drive system via a lever or button in the interior. Usually all wheel drive is used in reference to vehicles that power all four wheels at all times but use a system of power distribution to intelligently send power to the wheels that can make best use of it at the moment.
The level of usefulness that you will get out of the AWD or 4WD system in your particular vehicle depends in large part on the work that went into it in the design process. Some companies seem to be able to do a superior job at designing traction systems that get the power to the road in the most effective possible manner. Audi is a pioneer in this area and their vehicles are quite popular. A relative newcomer who has been able to set some new standards in all wheel drive cars is Acura whose SH-AWD system is very impressive with it's ability to send power from one side of the vehicle to the other as well as merely apportioning it between the front and rear.
A great way to get an idea what traction system work well in practical applications is to check out what people who live in snowy parts of the nation are using. This isn't particularly scientific but if people who live with multiple feet of snow much of the year are favoring a particular brand and type of AWD car then there may be a reason why it is so popular.
