Definitely use the Winter mode if the streets are slick. I would avoid using Low under any winter conditions since that's going to give you maximum torque. That's not too bad if you're light on the throttle but it has a negative effect if you are in Low and lift off the throttle. Your front wheels are liable to lose traction (the engine is slowing the tires more than the grip available to them). The engine deceleration in Drive or Winter will usually be much less, leaving you with steering control.