There is not a huge difference between AWD and 4×4. Both systems power all four wheels at the same time and can be used full time on the road or off. A four wheel drive vehicle has the added feature of a low setting that significantly increases the torque available to the wheels. This means that a four wheel drive vehicle is much better at handling true off road conditions. While on pavement, an AWD will function just as well as a four wheel drive, but once you head off road, a four wheel drive is a much better option.
For more info, see The Best All Wheel Drive Vehicles on the Market