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Note: the Windows stick when it gets cold. So when you open the door and window drops a bit. It tends not to ! But you can hear the car try for 30 seconds.
Like others have said, with winter tires you should not have any issues unless it's really deep snow and it's more clearance issues than traction. I daily drove my C4 for several NE winters and never got stuck.
I've driven my 2WD GTS for three consecutive winters. Only real problem is with the OEM Spyder wheels in deep snow, the fronts can get packed and it throws the balance off. When the snow is really deep and the roads haven't been plowed yet, I carry a couple of 2-litre bottles of warm water with me...splash it into the wheels and the snow melts in a heartbeat. It might not be a problem with other styles of winter wheels...but I picked up a spare set of forged OEM Sypders cheaper than I could get cast wheels from TireRack.
With a C4 and good snow tires you will be more than fine.