With the right tires the Z is great in the winter. Really any RWD vehicle is going to be totally fine in snow if you are running a decent winter tire. The only limitation will be ground clearance. The Z is solid up to about 4" (assuming stock ride height) of fresh snow but beyond that it starts to get too deep and you turn into a plow.
I am running 245/45/18 Michelin Pilot Alpin PA4 on a set of base 18" wheels. I drove in around 2" of fresh snow last night, no problem. This morning I drove through anywhere from 1-3" of packed snow on surface streets and some ice coverage in areas... no problem.
If there is more snow than the Z can clear on the ground I will just work from home. Anything under 4" inches of snow and I'll go give it a whirl... either for fun or to get to the office. Regardless, a good set of winters on the Z will get you anywhere as long as you're smart about it.
Edit: Another thing I forgot to mention is that even if you don't drive your Z in snow, but want to drive it year-round, a good set of performance winter tires will ensure maximum performance on dry, cold pavement. My Alpins have tremendous grip on dry, cold pavement with good response and a comfortable ride. If I never drove in snow but temperatures were regularly below 40 degrees I'd want to run these tires in the winter. And if for whatever reason you are caught out in the snow you'll be able to get home safely.