I've got OEM M3 18's and Vredestein Wintrac's for the CSL. I avoid going out unless there is no choice now, but when they were on my previous SMG M3 it was fantastic in snow as opposed to utterly useless on PS2's.
Main worry on the CSL would be using the carbon flippers as a snow-plough....
Got Avon Ice tourings on the Skoda's 14" wheels, it's pretty squidgy at higher temps but it only trundles about anyway, so no big deal.
I get the tyres from Mytyres, their winter tire/steel rim combo selection is pretty good.