I live in a notoriously snowy city. My e90 is the best car I have ever owned in the snow. I used to have a Subaru WRX wagon with snows that car was good off, but my 330i is better in all situations other than off the line than the Subaru was.
I use Blizzak run flat snow tires. They ride like hell, but are very effective when the snow flies. When those are shot I will go to a non run flat winter tire, but I think those still have at least 1 season left in them.