Let's start with the basics: what's the difference between all- and four-wheel drive? Unfortunately, the distinction is blurring. It used to be that 4x4 systems were utilized on trucks, intended for off-road travel, with a transfer case that offered a high range for moderate speed use, and a very low range for maximum traction at low speeds. These were not systems you'd want to use on a dry road or at freeway speeds. Now, with automatic transfer cases and sensors, many "true" 4x4 systems can be left in an "auto" mode at all times, and the vehicle enters 4x4 mode when needed. Generally, all 4WD systems require the user to select the low range.
All-wheel drive systems historically were full- or part-time, without a true transfer case. Instead, they utilized a center differential to divide power as needed between the front and rear axles. While these systems used to be passive, now things can be quite active. Power can be sent almost entirely to either axle, or from side-to-side. Some vehicles you'd consider off-road vehicles offer an AWD system rather than a traditional transfer case.
Unless you'll be doing serious off-road work or play, all-wheel drive is sufficient for most needs. It offers superior traction in motion, and modern systems that utilize traction and stability control can maximize every iota of grip. They are not invincible, but if you're facing mud, sand, or snow, it'll be a lot harder to get stuck.
One thing both AWD and 4WD won't do for you is improve braking. Braking is entirely up to the grip available to the tires. Sending more power to one particular wheel doesn't help much with slowing down, although the extreme "crawling" gear ratios a low range system provides can help you creep down an incline. The best single thing you can do if you intend to drive in low-traction situations is to ensure you're using an appropriate tire for the job. Will you be driving in snow and ice all winter? Don't get an all-season tire, and instead invest in your safety with a proper winter tire – and remember, winter tires aren't just better in snow, they also provide better grip at low temperatures even on dry pavement. Hitting the mud? Mud terrain tires should help you out. Same goes for sand. Choose the right tire for the job.
With that PSA about tire choice out of the way, back to AWD and 4WD vehicles: with so many out there, how to choose? We can help. Autoblog's Car Finder lets you filter vehicles by price, size category, and most important, AWD/4WD. You can add even more filters, like safety or hauling capacity, to help narrow down the choices even more. Add all the criteria filters that matter to you, and check out the results. You can even see local pricing and total savings off MSRP from dealers near you. It's an invaluable tool to help you focus in on the vehicle that's right for you.
Try out Autoblog's Car Finder tool to find your next new car.