I ran my all seasons on everything until 2 years ago, had a renegade and added geolander at, was way better than all season. I'm in Alberta canada so real winter hits hard.Like all others have said, Jeeps' have historically had amazing heaters. This continues with the JL's. You won't be disappointed. Definitely recommend getting one with thermostat climate control, and the cold weather package (remote start, heated seats, heated steering wheel). Very nice in winter!
One thing I haven't seen others mention. You said you're getting a Sahara, which comes with street tires. Good! If you plan to upgrade to either mud or all-terrain tires, I would keep around those factory tires for winter. Both MT & AT tires look cool and are great offroad, but they really suck in ice and dryer snow. (they're okay in wet snow, but then again most tires are)
On that note, about to test the ko2 with 40cm of fresh snow about to fall. Just bought a sport s with mopar lift and 33 ko2.