2wd Rangers fair a lot better than 2wd S-10s in the snow (about the same as a Dakota though). You'll probably be fine if you make sure there is enough weight in the bed. A friend of mine has a 2wd Mazda B3000 (a 3.0 V6 Ranger essentially) and with sandbags in the bed it's fine in the snow, he's never had problems. The 4x4 get you around the crappiest winter days when you shouldn't be driving anyways. There is little penalty for having 4x4, the big penalty comes from actually using the 4x4, and the gearing used with the 4x4. That being said, everybody I know with the 4.0 SOHC V6 Ranger or Sport Trac gets similar mileage to me, 4wd or not. There are lots and lots of factors though. If a 2wd Ranger is your thing I'd be allover the 4cyl one with a manual tranny. They can be bought cheap, especially in places it snows, they don't have as much torque so it should be a little easier not to spin the wheels in snow/ice and the engines are smaller so there is less weight in the front (I'm sure it's a negligible difference).
If gas mileage is a concern to you a pickup might not be the best option. When you say hauling do you mean towing or just moving large objects? It's a amazing how much you can fit in a wagon if the seats fold flat and some of them get good gas mileage, plus the option of FWD or AWD if that's your preference.
Just my opinion.