With my current car I have AWD. I also has an Enhanced Stability Program that will apply the brakes to any spinning wheel to transfer power to the rest. It will also throttle the engine if it thinks it is needed. I have only had it kick in twice and each time I have reacted almost just as quick to pull my foot out of it. Next time we get a good snow or ice storm I will hit the override button and see how things go. I can't imagine that the applying of the brakes do good things for mileage.
On my old car, with summer touring tires, when we had an ice storm I put chains on all four wheels. I was like superman cutting in and out of traffic and could stop on a dime compared to anyone else. Note: Out stopping everyone else is just asking to be rear ended.
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