I have been commuting since May 16 so this is my first winter of commuting. I got my Nokian w240 700x40 studded tires last week and put them on this week. Good thing because it snowed while at work tonight so I had about a skif to an inch to ride home in. I just got home, they worked great, not one slip!
I read somewhere you should put them on before you will need them so you can get used to the slower ride and more exertion that will be created due to the higher rolling resistance. Mine are a little slower than the summer tires but not that much. The piece of mind having them on and being ready is worth it!