With good all season tires :) I've driven my Z every winter since May of '03, and never once lost control, even when I was in upstate PA and had to come home through a couple of inches of snow on mountain roads.
If you're going to be doing much winter driving, I highly recommend the Continental ContiExtremeContact tires. They're just an awesome all season tire, and make the Z very drivable in reasonable amounts of snow.