Subaru’s AWD system is definitely better than the one found on the CR-V. And, if you can find one of the upscale Subaru models that have the Variable Torque Distribution system, rather than the usual Subaru system, that is even better.
I would question mshugna’s advice (“also equip your new car with the same type of tires that you had on the SAAB”), since you state that the SAAB performed miserably in slippery conditions. It is possible that the tires on that SAAB were part of the problem, in addition to the fact that FWD is not as good as AWD when the going gets bad.
Personally, I recommend the Michelin X-Ice tire, which, in combination with my car’s Variable Torque Distribution system, Traction Control and ABS, makes for a car that is incredibly capable in bad winter conditions.