Depends in the depth/kind of snow. I got a Big Bear 400, it's geared ultra low and can pretty much pull anything as long as it gets traction. If the snow gets deeper than 18", it struggles to pull itself let alone anything else, especially in powder snow. Why, the snow pushes up against the underside of the ATV and the wheels just spin. No ATV will pull in this case and that was the case last year since mid December. Last years deep snow on the lakes was so brutal! Now wait until spring when you need to move ur shack when all that snow turns soft, even worse.
ATV's are fine as long as the snow depth isn't too bad or your in a well packed down area ie) lots of sled traffic...