While one of the best of it's kind, Audi's quattro drivetrain system is NOT the be-all end-all, life saving, physics defying system you might think it is. It will not save you from being stupid. All it will do is help you propel your car in slippery conditions, with ease. It will NOT keep you glued to the road. It will NOT help you stop. It WILL allow you to go too fast for all conditions. It CAN help you steer, but only if you pay attention.
When driving around a corner, you have to pay close attention to your throttle inputs. Letting off the gas in a quattro car is the same thing as applying the brakes. We all know that applying the brakes mid turn usually is not a good idea. However, it can help you adjust the attitude of the car.
If you begin to understeer (the nose of the car is pushing wide of your desired path), you can chop the throttle (let of the throttle suddenly) to cause a weight transfer to the front wheels, which will result in the front tires gripping, and the rear tires either just following along, OR, sliding into oversteer a little.
At this point, you can either, apply a little power, and drive out of the turn, or, apply a LOT of power, and continue the oversteer through the rest of the turn.
With practice you can make very graceful turns with very little steering input. this is known as steering with the throttle. This works incredibly well with our cars.
Through gradual bends, or on the highway, you always want to keep a very light foot on the throttle. Coasting around corners at speed can be disastrous. Again, when you are off throttle, the car responds just like it does under braking. You want to have power going TO the wheels, to keep the weight transfer to the rear, and keep the wheels driving the car, not slowing it down in turns.
There is also a saying in off road racing, which applies to driving in snow in a quattro, which is: "when in doubt, gas it". It works. Quattro is much more effective when given power than it is when just coasting along.
Another thing important to keep in mind, suspension and tires.
We all love how lowered cars look, we love the way they handle in the dry. Well, unfortunately, in snow, stiff suspension can actually make the car harder to control. A more compliant car can follow the road better, the tires are more free to roll with the flow, and find grip. A stiff car can tend to be VERY tail happy, as the weight transfer is less dramatic.
Tires are key in snow. If you live where it snows a lot, GET SNOW TIRES. All season tires, while good, are not great.