I've run X-Ices, General Altimax and Nexan Wingaurds (Currently).
The X-Ices worked really well on my MK4, but I got them used for a steal and probably would never pay for a new set. Bought them used and still put two or three winters on them and sold the car with them and they still had some meat left.
Artimax's were unstoppable in the snow. But they were REALLY mushy when driving the car when it wasn't snowing. For the price they are fantastic tires, and I put two winters on these along with doing tons of pointless burnouts with them and they still had at least 2 more winters to go.
I run the Nexans now. The best tire out of the bunch for cold weather and no snow because it's still somewhat performance oriented. They never let me down when it was snowing and they work really well. Not quite as good as the Generals in snow, but way better dry road traction for when it isn't snowing. Not to mention they are DIRT cheap. I have only run these for one winter so far, but expect to get another 2 winters pretty easily out of them.
Blizzaks are clearly the fan favorite, but there are much cheaper options out there with very similar results.