I'm in North Carolina, and I run all seasons in the winter. Once the temperature starts getting below around 40 degrees, the all seasons have much better traction than my summer tires. And when it is wet, that effect is magnified.
The latest high performance all seasons are really not that bad to drive on. The biggest difference I notice is that you can feel a bit of squishiness on initial turn in as the tread squirms a bit more. I only notice it for the first day or two after the switch, and then I forget about it until I put the summers back on.