If you have the room to store them, having a dedicated set of winter wheels/tires is the way to go. It might cost more initially, but you get back most of the investment by keeping the mileage off of your summer tires, meaning you won't have to buy summers as frequently. Plus you'll be kicking yourself when you try to pull 0.9g+ on all-seasons in the summer.
Mine: 2004 Subaru WRX Wagon: 116k, WRB
Gone: 2002 SVT, #1654
Hers: 2012 Focus Ti Sedan: 67k, SGM, Manual