You have a good idea, going to a narrower aspect ratio wheel/tire combination. I had a set of OEM 17" wheels I purchased from a Forum member years ago, and put winter tires on those wheels. Even though the same size as the OEM 17's, they work very well in winter driving conditions. A good source of winter tire info and tire/wheel packages and comparisons can be found on the TireRack.com website.
Although a narrower winter tire is recommended, any winter tire package, whether it be 15, 16, or 17" is far superior than any all-season tire for winter driving. The less costly option is usually the 15 or 16" package, and there are usually more winter tire options in those sizes.