I recommend against having a big rear sway (like the Shine bar as mentioned above) for hardcore winter driving. What may be wonderfully neutral handling on dry pavement can turn into surprising oversteer on a patch of ice. Even if you don't drive like an idiot, you can exceed winter traction limits very easily, especially when it's slick out there.
I am not just singling out a big rear sway, either. An aggressive suspension setup in general with stiff springs, shocks, and low profile tires will increase transient response to the point where you can generate significant lateral g's just by turning the steering wheel a little too quickly -- the amount of which can easily exceed available traction on slick roads. Steering inputs have to be very smooth and controlled, leaving little room for error.
Remember that what makes your car nimble, neutral, and a brilliant handler on dry pavement is your worst enemy on a slick winter road. Most people will accept that winter tires are a necessary evil in the winter, and that to optimize for either summer or winter performance with tires, you have to sacrifice one for the other -- i.e., you can't have it both ways. Well, the same goes with suspension.
Some people may achieve this by using adjustable dampers and disconnecting/reconnecting their rear swaybars. Personally, I find this too much of a hassle, so I just settle for a milder suspension setup. I'd rather have that extra margin of safety in the winter and don't mind the compromise. After all, it's better to be safe than sorry.
[Modified by catalytic, 6:18 PM 2-13-2002]
