Having had a couple vehicles with auto 4x4, it'***** or miss with me if I miss it.
I enjoyed it in my '99 Jimmy and my wife's '07 Expedition. It worked flawlessly, and those were two of the most stable-feeling vehicles I've ever driven in snow/ice.
But her AWD Durango - I HATED it. I despised the AWD system in that thing, because it just...always felt like it was going to spin out. We ended up going down our road at about a 5° angle one day because the rear started to come around before the AWD kicked in...at like 10 mph. Maybe it was the tires on that thing (we bought it used and never did end up replacing the tires), maybe it was just the way the system worked...but it SUCKED.
Since we have her F150 and the 'Wagon...well, it's all or nothing, I guess. I can't say that I'm upset about it.