Kicking the snow out of the wheels isn't too bad if you get a simple set, plus a stock set of alloy wheels will be hubcentric unlike steelies (that being said, I actually like the look of steelies. lol)
I originally ran the stock wheels with Blizzaks WS80s, but clearing snow out of those was a huge PITA. This past winter I bought a used set of WRX 16" alloys off a buddy for $200 (this sort of deal can be found all over craigslist). I would suggest going that route, and then order tires off of TireRack. I'm a huge fan of the WS80s, but the Altimax are a good option too if you're trying to save a little.
Here's what it can look like with some WRX wheels and a little paint.
I'd definitely recommend going with a 16" wheel either way, because not only will tires be cheaper but you can run a narrower 205/55/16 (which will drive better through snow).