Upon reading your requirements my first thought was an Outback. I bet you could even get away with the 2.5L 4cyl for towing as long as you get a manual transmission; however the 2.5L is known for headgasket failure so be sure to get one that's already been done (or else just stick with the 6cyl and don't worry about it). You can get a bolt-on hitch off etrailer for <$200 and I believe Outbacks have a plugin for trailer lights in the trunk so you don't have to worry about getting any fancy wiring done.
Fuel: Expect to get anywhere from 22-29mpg, not great for a car but better than an suv for sure.
Regarding snow, a Subaru WITH PROPER WINTER TIRES will get through well over 12" of powder snow no problem, done it many times. Last winter I was snowboarding down in Fernie and we got over 70cms in 24hrs, the snow was literally up to my door handle and I had ZERO problems. I didn't even dig my car (95' Legacy wagon) out of the parking spot, just cleared off the windshield, dug a path to the door and drove right out, I was actually quite surprised. As has been mentioned before on these forums, the #1 KEY is proper snow tires. There were TONNES of guys in SUV's with 4LO, lockers, etc who couldn't even budge, the reason was is they were on all-seasons. For those who are doubtful I have pics. Now it was powder snow, but if it snows >12" of heavy wet snow and isn't plowed everyone will be stuck, including SUV's etc.
If you can get an Outback with heated seats/mirrors that means it has the winter sport package which also includes a rear limited slip differential, I'd aim to get one of those if possible for added snow traction. However my legacy had an open diff and it did fine.
If you're dead-set on an SUV one other option not mentioned is a Ford Escape. I had one before I went to Subaru and it was a great car. Got decent mileage (for an SUV - 19-22mpg) and they can tow and have decent clearance and also are available very cheap on the used market. However having owned both a Legacy and a Ford Escape, I would pick the Legacy again. The Legacy could do everything the Escape could do, got better mpg, actually had MORE interior cargo room, and was funner to drive. The only two areas the Escape had the Legacy beat were power (V6 vs 4cyl) and ground clearance. But the V6 Outback addresses both of those issues, thus I think it is the car to get.