First off, AWD, 4X4, traction control, etc. doesn't mean shit if the car doesn't have good snow tires, and that's what I find as the biggest piss off about rental cars. They'll send you off in a Suburban with some bullshit "all season" tires with 1 mm of tread and expect that to be sufficient to drive up I-70 in a blizzard. If rental car companies (and Mr. Enterprise, I sincerely hope you're reading this) would equip cars with proper WINTER TIRES, they would find many more of them coming back in one piece.
That said, AWD is still a huge advantage, and I wouldn't trade my Audi for anything in the world. The problem is that you'd be really hard pressed to rent an Audi or even a Subaru from any company, and very few American brands, which comprise the majority of the rental fleet, offer any sort of AWD vehicles. Just lately though, Ford has begun to introduce AWD versions of its Fusion and Taurus sedans, which would be a great option to see entering the rental fleet.