Statistically, I'd be willing to bet a 4x2 is safer and therefor better on snow than a 4x4. Why?

1) First I'd wager most 4x2's SUV's are sold in the southern climates where snow is less likely or around metro area's where they are sold on other attributes (height relative to most cars around them, safety in wrecks, cool looks, etc) and are generally in better driving conditions year round.

2) In the event of snow, those folks above would be less likely to risk driving in snow and therefor less likely to experience problems in the snow.

3) 4x4 does not save you from an out of control 4xANYTHING on icy roads. When I lived in Wyoming, it was common knowledge that the most dangerous place to be is on a road with drivers you do not personally have any control over. Wyoming happens to be one of those states with the highest per capita fatality's of motorists deaths by big rig trucks - most of those occur in bad weather conditions and involve people driving just about everything from the best 4x4 trail rated rigs to corolla's with equally poor outcomes when they collide.

4) Again, from my days (25+ years) in Wyoming (and now Texas actually) - people with 4x4 do take unnecessary risks with their 4x4 equipt vehicles and go way outside the limits of safe driving, often endangering themselves and everyone else unlucky enough to be sharing the roads with them. I got passed by a Cadillac Escalade here in Dallas when we had our last ice storm, he/she was going at least 60MPH over ice. I have no idea if the truck was 4x4 or not, but all it takes is a car slipping in front of you, 4x4 isn't going to help.

All that said, from my own experience in snow in both a 4x4 and 4x2 - never never never count on your 4x4 to make up for driving skills on roads with less than perfect conditons. The best advice was taught to you in driving school when you were - slow down. However if you live in an area that does get snow more than a few times a year, and more than a few inches at a time, I would definitely consider 4x4. 4x4 has advantages in breaking - the 4LO with manual transmissions has saved me several times by allowing more than just the back wheels to slow the truck. ABS does something similar, though less effective, on slick roads. 4x4 engaged also helps you from drifting when turning, however your turn radius expands. Most importantly, like a front wheel drive car (which do handle very well on slick roads) 4x4 engages the front axle with the weight of your engine over the tires. That helps enormously with traction. There are work arounds for 4x2's - sand bags in the bed to put weight over your rear axle, chains > 4x4 alone on slick roads. Trouble is, chains aren't always legal or practical.

For me, I chose 4x2 because I needed a vehicle that would take me where I was taking my car without scraping the bottom or wearing out my suspension. I needed the room of a station wagon to put the dogs in the back, the bikes on top or behind, and room enough for me and a couple of friends. The X gets me to all the trail heads I could ever want to get to to ride my mountain bike. It also gets me to the lake with my dogs. If I ever move back up north (and I will eventually) then obviously my needs will change and I will be considering a 4x4 again.