All season seem to be the 'preferred' solution now but 3-4 years ago it was suggested (by more than one major tyre company) that if you could only run one set of rubber year round it should be a cold-weather set. The reasoning was/is that the increased grip of a cold weather tyre over a 'summer' one at lower temperatures is much greater than the loss of grip of a cold weather one in the summer. Put another way, you gain much more in winter than you lose in summer.
I guess the all season ones are just in the middle somewhere.

Since, at the time, my recently imported Mustang (V8 torque, RWD) on American rubber was distinctly tail happy at the best of times I invested in a set of Nokian WR-A3. They were brilliant all year. They gripped well in the cold and wet and seemed unfazed in warmer weather (I took it drag racing on them and it was no slouch).
The idea that they are soft and wear rapidly is just wrong, these days anyway. They aren't softer rubber (I'm not sure there is even 'rubber' in tyres these days), they are just formulated differently. I did about 8,000 miles on mine and they went from 8mm to about 6mm which (for a 500bhp toy) is no worse than I'd expect from any tyre.