Going to have to disagree with the steel wheels holding up better than alloy. Once steel wheels start to pit (and they will), the rust will become uncontrollable and look like sh*t. I have been running alloy rims in the winter for 20+ years (also in Calgary) without too much issue. In my opinion, pitted alloy looks better than rust.
For the record, I have my summers and winter tires on alloy rims, I also run snowflake tires on alloy rims all year long on my Tundra.
There is another thread on here about decent A/T tires. I have 1 season left on my winter tires and am seriously considering a good A/T (with snowflake) and ditch the whole tire switching (winters/all season) all together.
Hopefully by next winter there will be a snowflake tire that I would like to put on my RAV4.
Good luck on whatever you decide.
Tye