I used to use winter tyres when i was in Germany on my old A4, they make a massive difference to the cars roadholding and braking on ice and snow. I missed them on my S3 in this years snow. Your not supposed to use them at ambient temperatures over 7degrees as they start to lose they're grip and wear quite quickly.
If you can afford to keep a spare set of tyres or even better than that 2 sets of rims for winter and summer rubber then it has to be done. Even with Quattro, the difference between the two is like the seasons. I cannot recommend changing to winter tyres enough when the conditions are like those we had this winter.