Tire Rack didn't list any rims for CLA fitment when I last checked but I expect that will change in the short term if it hasn't already.
There are a lot of great options if you're looking for an all-new set-up for the winter. Bridgestone Blizzaks, Michelin Pilot Alpins, and Dunlop Wintersports are all great tires. I've had Wintersport M3s on a few of my cars and they were fantastic. I also highly recommend giving the folks at Tire Rack a call if you have any questions or think the reviews are unclear. Some of the customer service people I've spoken with have been extremely helpful and informative. They're also, in my experience, 'no-pressure' operators (i.e., not pushing you to buy something before you hang-up).
-Eric