Hmm... I live at 9,000 feet elevation (2,727 M), in the mountains west of Denver. About once a year, I encounter snow conditions where I think that chains would have been a good idea, but alas, I have no chains. If I did, I would definitely chain up all 4. I've snapped front axles before, but only when wheeling on big rocks in nasty situations. I've never had problems in the low-traction situations you would encounter in snow... Well... I have had some carnage snow-wheeling... and today I don't DO snow wheeling. I haven't busted an axle snow wheeling, but I HAVE sheared off a front diff mount (this was before I had the Anvil in the Gnewt).
My advice: When you think you need it, chain up all four, and be GENTLE. Drive as if you had a raw egg under the gas pedal AND the brake pedal - gently, gently - no sudden changes in acceleration, deceleration, or direction.