In reply to gymwear:
I generally put my winters on when the clocks go back in autumn, and take them off when they go forward in spring. This year I did leave it a little later to put them on because the autumn was so warm.
We've had very little snow and ice around here so far this winter, but as others have said one of the great things about winter tyres is how much better they perform when the road is both cold and damp, when it is actually running with water, or when there are large, difficult-to-avoid puddles. Winter tyres can just plough through standing water where a typical summer tyre would be aquaplaning badly.
As others have advised, I have my winter tyres on a set of cheap steel wheels. This means that I can swap them over myself, rather than having to get a tyre shop to swap tyres between rims. A secondary benefit to using cheap wheels in winter is that you (and your wallet) won't mind so much if things do go a bit pear-shaped and you damage the rim eg by sliding in to a kerb, running through a deep pothole hiding at the bottom of a winter puddle, or generally having an unexpected altercation with a chunky bit of winter road debris lurking in the slush.
All the above said, I am thinking of fitting a set of Michelin Cross Climates come the spring, when my summer tyres will be due for replacement anyway. (I'll probably keep the winters, though, in case we ever have snow again like we did in 2010 - there isn't enough clearance to fit snow chains to the standard 17" alloys on my car.)