Studded are the oh holy mother of winter tires. Obviously, studs. Some places, however, do not allow you to have studded tires. (I went with non studded winter tires myself since the county was pretty good at keeping my highway cleared - there was maybe two weeks of the year generally where my roads were iced up and studs would have been a good thing, but I got by without them cause nokain tires are just that good...and I'd probably be driven insane by the road noise on a clear highway.)
Winter tires are a different rubber compound...takes much colder temperatures to freeze them up (though they still do freeze...but I only noticed it on the occasional day where we got below -40 base temps)
All seasons are the jack of all trade master of none....don't trust em. At all. Had brand new ones in my spanking new derp and was sliding down the highway in second gear to the dealership to get my old winters put on. Results may vary but...i dunno. It's just one of those things that I never messed around with.
My dad was shocked I spent more than my old car was worth on winter tires. But they lasted me five winters (though they were done that fifth year) , on two different cars lol.