Check Crappy Tire, they're getting more and more competitive with US pricing. I just bought a set of Pirelli winter tires for the Golf and they were within $10 of US.
Costco also does well on price. 1010 tires in Vancouver (used to be Volco) is also pretty good on a lot of tires.
This time of year you can also find rebates on a set of four from most places.
For rims, just go to a junkyard and get proper sized and centered rims to fit your vehicle, used to be $100 for 4 at Ralphs a few years ago. No worries about fitment that way.
Winter tires usually are either biased towards performance on ice, or in snow. Your best bet (if you can handle the extra noise) is a snow biased tire with studs for ice. Or just pick one or the other. They're all miles ahead in cold tempertures than all seasons anyway......
Stick with the name brands, you usually get what you pay for. Michelins, Bridgestones, Nokian, Continental, Yokohama, Toyo, etc.