yeah. since for riding onthe road, you want some rubber and the studs contacting at the same time, self-studded road slicks would be a bad thing.

I think the best setup would be a set of slick road tires for cold only commuting, with a spare wheelset, or just a front wheel with studded tires. That way you're not hauling around the studs when it's just cold and dry, but can quickly switch.
Also, a second front wheel is cheap to free, if you look around a bit.

I'm a huge fan of the nokian studded tires, and ride their commuter tire for most of the winter. They're expensive & heavy, but they've kept my body off the ice/asphalt more times than i can count. They also last forever, and are basically puncture proof. I have not tried the various other studded tires, but anything with carbide studs, a smooth center section, and inverted tread on the margins should make a good commuter tire.