Well i bought a pair of Michelin Megamiums a while back. They're ok but nothing special. Seem expensive for winter tires. Maybe because they're foldable. Riding along i cycled over glass which sliced right through the tire. So i decided to buy a Conti Duraskin as a replacement. These are much better tires. Have less rolling resistance than the Michelins and have toughened sidewall protection. Also cheaper. They are beaded so are slightly more difficult to fit on a rim but not that much harder.
As for winter wheels. If you can get hold of a pair of Rigida DP18's then i advise you to do so. They originally came with my Giant CFR 1 bike. Believe this or not but i rode on these wheels for 4 years without so much as having to get them trued!! They are totally bombproof. Granted they are heavy and the deep section rim will feel more uncomfortable than an Open Pro for example but if all you're looking for is a tough, no nonsense, reliable, cheap set of wheels then i'd go for these.