In terms of comfort, you will never notice any difference whatsoever. Also in terms of braking, there is zero difference, at all.
FWD and RWD have advantages and disadvantages in terms of turning. FWD can't generally hold as hard a turn as RWD (because the front tires are being asked to do all the work while the rears are just along for the ride), but is easier to control, as it is much harder to induce a spin. RWD's disadvantage can be an advantage in some situations, however, as it allows you to use the throttle to assist in steering. (This is the entire basis of drifting, in fact)
AWD is kind of the best of both worlds. Depending on the setup it can be more like FWD or more like RWD, or in extreme cases of sports cars (like the Nissan GTR) which actively distribute torque wherever it is needed, it can surpass them both simultaneously. However, it does have the disadvantage of added weight, cost, and mechanical complexity.
4WD (as distinct from AWD, which is a type of 4WD) doesn't help braking, and it can actually HURT turning.
The difference between 4WD and AWD is the type and number of differentials. AWD has 3 differentials which distribute torque to the left, to the right, and between the front and back. This allows different wheels to turn at different speeds, and get different amounts of power.
4WD usually has 2 differentials. They are usually of a type that isn't so great for cornering.
http://en.wikipedia.org/wiki/Locking_differential
If a differential is locked during cornering, the inside wheels and outside wheels will be turning at different speeds, causing the wheels to skip. What it's really intended for is harsh terrain where wheels may be slipping or off the ground, confusing most other types of differentials.
Some AWD systems may be capable of serious off-roading, but it's mostly found in cars without the ground clearance for it. 4WD is simpler and more straightforward, and doesn't require electronic gadgetry to take whatever mother nature can throw at it.