Had the same thought when I bought mine. But when I test drove the car, and now every time I drive the car, I have a big smile on my face...probably look like a 54 Buick.
I live in the Philly area, and commute into town. Last winter was pretty bad, and I was driving an Alfa Romeo Spyder with winter tires all around. The car has no ABS, no t/c, but with 2nd gear starts in the real bad weather, the car was terrific.
I was thinking about getting winter tires for the GTO, but with what I'm seeing here, I will see how the BFG's do. If it's a problem, I will get a set of winter tire's and wheel's. Remember, the BFG's come in KDW (performance) and KDWS (snow) which are the stock tires on the GTO, so I'm thinking that they should be pretty good. Just remember, that this is a very powerful car, and you can kick the back end out in the dry, so in the snow, and muck, I do plan on taking it easy.
But go for it. The car is a blast to drive, is very nicely done on the inside, handles and brakes beautifully, and has just a ton of power. You won't be sorry.
Good Luck