I would definatly go with the Subaru.
- Extra Power/torque
- AWD
- H4 engine is more stable than the I4 and makes the car more stable since the engine is positioned lower
- Subaru cars are known to be very secure, in case of frontal collision especially
- Subaru's 2.5 boxer engine has been engine of the year twice I believe, it is reliable !!
Subaru's awd is really efficient and fun in the winter. If you want some more space, get the wagon. Fuel consumption is a little higher than the Protege and subaru parts, in case of repairs, will be more expensive than mazda's.
So basicly AWD is a must in the winter.. This car is secure, reliable, AWD and efficient -- It's the perfect winter beater IMO.
Once you go AWD, you don't go back to FWD