As others have mentioned, 4wd doesn't help you stop...
But it doesn't help you unless you are driving your tires, either. So if (when) you do begin to slide on snow or slush, turn into the slide or just keep your front wheels pointing in the direction you want to go, depending on the circumstances, and don't hit the brakes, instead, accelerate "gently."
For instance, you want to make a right turn and you have slowed in preperartion properly but as you turn you loose traction up front and are going straight rather than right. Mild throttle, sometimes gently on and off the throttle will bring you around the corner.
The parking lot mentioned by a few previous posters is a great place to get the hang of accelerating out of a slide. What won't work and will have you sliding is to lay on the brakes. Even with ABS you will go where momentum would have you go rather than where your front tires are pointing. Also, ABS doesn't work as well in the snow as on rainy roads or dry roads, seems as if the system is "tricked" and slow to react when your braking is causing the locked tires. Unlike on wet or dry pavement it won't take you to the limit of wheel lock and sliding, it will go past the limit and your tires will intermittently lock up. And it doesn't work even that poorly on ice, where it is all but useless. If the situation allows, a little throttle will help on sheet ice, sometimes.
You can predict that there will be ice at any intersection on either a down grade or upgrade where other drivers have slid to a stop or spun trying to get started. Bridges too, early, before road crews have treated them, especially when temps are near freezing.
Our Jeeps handled more than 2' and near 3' of snow a couple of times this past winter without issue. My LJ did better than my wife's JKU. Looking back I think the esp/traction control systems were the issue. My wife's JKU ought to have been the better of the two, and the LJ doesn't have the esp/traction control systems. This winter I will try with and without...
Its hard to beat a Suburban with half decent tires in packed snow or not too much snow, but in the deep stuff, the Jeeps were rolling along and eating it up when the Suburban would have been high centered and stuck.