Bring your car! Be aware that the area is rather mountainous, so if you stray from the main highways, you'll probably end up in some hilly terrain. It can be treacherous, especially in winter; but the upside, of course, is that the scenery is often spectacular.
There are also several streets in town that are very steep Jefferson and S Mercer being good examples; traversing them in warm weather is nail-biting enough, but when the streets are covered with snow or ice, you definitely don't want to attempt it without four-wheel drive.