What type of chain lube is best for winter riding?
Personally I would go with the finish line wet as opposed to the dry. 

Typically I use the dry if I want something that will keep my chain looking clean as well as lubricated. From personal experience I have found that I need to reapply the dry lube more often. 

I will use a wet lube, sparingly mind you, for the nastier conditions. 

Having wasted your time with that I would say that storage temperature/location, how you clean the chain (method, frequency and intensity) and how you apply the lube (gobs vs. sparingly on each link) is more important than the type of lube.