Nokians are the best and far superior .... hands down (from both person experience and any test you'll read).
Have run them on different Impreza's, V70, Audis etc... and cannot fault them in any way.
That said... they are dear, and because of demand they are not always available either.
The Nankangs that Ciaran mentioned are not in the same class as the Nokian... However, they are pretty good for the cost of them. I've run the Nankang SV2 winters all year round on our Hyundai Tuscon, Santa-Fe, v70, Audi A6 Allroad, and have them on winter wheels for the Hawk STI (and had them on winter wheels for the A4 3.0tdi quattro). Some people snub the Nankangs as it is a discount brand, but personally think they are good value for what they deliver - and traction in snow and on frosty roads is good (and a million times better than what an all season or summer tyre can give).
Just remember that winter tyres need a bit more air in them for optimal grip - typically between 10-15% extra over what the manual/sticker says. This is to compensate for the softer compound and sidewalls (and fact they heat up less during use and hence less additional pressure build up during use).
