I know on the GMT360 platform (Trailblazer, Envoy, etc) it is highly not recommended to use Auto 4WD because when it detects slippage the transfer case slams into full 4WD and can be pretty hard on the drivetrain, and in one person's case caused him to wreck because the back end broke free, he steered into it, the truck slammed power to the front wheels, which then since he was counter-steering the slide it launched him into a snow bank. I used A4WD on mine once out of curiosity and man, I did not like it. Very jolting when it would throw power, so I used 2HI 95% of the time, and if it was really bad and roads were consistently snow covered I'd throw it into 4HI.
Is the transfer case in A4WD on these trucks - particularly NNBS and newer - smoother and more controlled in its application of power to the front, or does it do the same 5% then WHAM 100%? Last winter I still had the old Trailblazer rustbucket and it really wasn't a bad winter at all, so I never had a reason to use any 4WD mode aside from making sure it worked. Any further winters though I only have the Silverado, and was planning on treating the 4WD the same way, but if A4WD is actually usable it may be nice on those patchy roads you just can't use full 4WD on but are still sketchy.