From the "Winter Help" thread:
#1, don't get overconfident and go too fast. Gas and/or going too fast around corners in 4wd, the front end will slide straight ahead. So go slower than you might want to so you can use a little gas to power out of a situation.
#2, while 4x4's GO better in the snow they don't STOP any better (maybe worse since they're heavy). Also while ABS will keep the wheels from skidding, that doesn't necessarily mean you'll stop before you hit something.