It has been alluded to earlier, but it bears repeating. 4 wheel drive does not prevent you from getting stuck. It just makes it less likely as long as you use some reasonable judgement. However, when you DO get stuck in a 4x4, you are really stuck. I speak from experience - one of those "experience is the best teacher" incidents.
Also, I see far more 4 wheel drive than 2 wheel drive vehicles in the ditch every snowstorm, mostly because of sheer stupidity. They start up better than a 2 wheel drive on slippery surfaces, so people think it's okay to drive faster. Unfortunately, they still don't stop any better, so once things get hairy, you are usually in more trouble than you would be driving sensibly in a 2wd vehicle.
As I said above, for me it's 4wd all the way, but one still has to use some common sense.