Ok, there are a couple of issues with the responses I've seen thus far, at least when it pertains to AWD.
FWD and RWD are pretty easy, but let me add my two cents:
FWD cars are typically a tad more fuel efficient, but they have a tendency to understeer (unsafe w/o driving experience, not fun), require tire changes more often, and push the bulk of the weight to the front of the car. FWD is typically found on less expensive cars (but not always)
RWD cards have a tendency to oversteer (fun, but still not safe w/o experience), but are typically less fuel efficient. They offer a more balanced driving experience though. RWD cars lose traction easily in tough weather conditions like intense rain or snow. RWD is typically found on more expensive cars (but not always)
Modern cars do not understeer or oversteer to a degree that might risk the safety of the driver. Traction control kicks in and prevents disaster. (Some sports cars let you intentionally disable traction control to allow you to force some oversteer on a fast turn. Not recommend of you don't know what you're doing, but can be a ton of fun)
Typically, you want your steering be either completely neutral or slight in favor of oversteer. Too much in either direction can be unpleasant.
AWD, however, it a completely different animal. The first error is the assumption that all AWD systems are the same, or even similar. Let me be clear: they are not.
There are some general types of AWD systems, and different OEMs have their different spin on the way they're implemented.
AWD systems split the available torque to all four wheels. But they don't always do this all the time. There are a few factors to consider:
1) How much power goes to each wheel? Some cars send 50% to the front, 50% to the rear. Others bias the front or rear wheels.
2) When is the system working? Many cars use variable power distribution systems, which may typically bias front or rear wheels, but can dynamically begin sending more or less power to the front or rear wheels as necessary during corners. Some cars can even bias a single wheel over the other three as needed. These systems can be proactive (constantly adjusting power distribution), or reactive (adjusting power distribution *after* a steering decision has been made)
3) How is power distributed? Some systems that distribute power are more mechanical, other use more electronic.
Based on these options, you'll want to consider your needs:
1) People who care about off-road, all season performance typically want even; symmetric all wheel drive. These systems constantly split power evenly between all four wheels to ensure maximum traction. They are often found in larger off-road SUVs. Subaru cars use this system. These cars are often branded "4x4" or something like that.
2) People who care about performance typically want a rear-biased system. It allows you to get better off-the-line launches without sacrificing to wheel spin. This is becoming something of a necessity as cars get more and more powerful. The new BMW M5, for instance (a car known for it's RWD system) has had to switch to AWD for stability's sake. Too much oversteer isn't good for lap times.
3) People who care about handling might prefer something a bit more reactive an analogue, to allow for quick responses to steering inputs (i.e. adding extra torque to the the outer wheel, etc.)
TLDR: AWD systems can be *radically* different from one another. They can be even that way within the same family of branding. Audi's Quattro system, for instance, is very different on the MQB cars (A3, TT, Golf) than their MLB cars. The MQB cars use a Halladex system which is *reactive* rather than *dynamic*. That system sends 100% of the torque to the front wheels nearly all the time, and adds additional power to the rear only when traction is lost. That system can send as much as 50% of power to the rear wheels, and can never be rear biased. The Audi A3 Quattro is marketed as an AWD car, but it would be totally useless off-road, as it's effectively an FWD car with extra traction. The Quattro system on the MLB cards are locked at a constant 60-40 rear biased ratio, while Audi's most expensive Quattro cars can send as much as 100% of the power to the front or the rear of the car as needed.
Honda's SuperHandling AWD is great for fuel efficiency and body-roll control, but cards with Sh-AWD are no better on the track than their FWD counterparts (though they do fair a bit better help off-road).
If I can leave you with one take away it's this: FWD and RWD cars are pretty similar no matter what you buy, but "AWD" as a term means basically nothing. Make sure you consider your needs and understand what system you're buying.
