I bought a set of Bridgestone Potenza 970A/S tires last year to replace the OE ContiProContact's which were completely useless in the snow. They were an improvement to the Continentals with 36k miles on them, but after 20k miles they too were completely inept in snow/slush. There was slush on the roads and I couldn't stop from 5mph without a whole lot of drama, ABS chatter, and a high pucker factor. I was creeping in line behind someone leaving Walmart going maybe 2 mph and barely got it stopped before I hit the car in front. That was with a good 1-2 car gap too.
I didn't feel like dicking around for another winter with lousy tires, so I bought a set of 16" steelies and 205/55/16 Dunlop WinterMaxx tires. They feel like wet noodles compared with any performance tire, but they stop and turn brilliantly in rain, snow, slush. I still have trouble putting power down, which I fear is a problem with any torquey FWD car. Once the turbo gets spooled up it will break the tires loose under most conditions. Once I get rolling, they're fine, but first gear is useless and starting out in 2nd requires too much clutch slippage. It's not drama free like I was hoping for, but they do inspire a lot more confidence than any no season tire I've used. I can plow through drifts up to the front bumper and groom snow with the belly pan without a problem. I used to get stuck when the snow got up to the belly pan on the all seasons. We got 4-6" last week and I was blasting around the back roads during my commute doing at least the 55mph speed limit, while the other morons were doing 35mph and still out of control.
On a side note: I'm happy I'm only running the H&R 26mm front sway bar on soft with the stock GTI rear. It's still a bit tail happy in the snow and I've had the stability control save my arse atleast once where I hit a drift and the back starting to step out.