Only on left turns is kinda wierd. Make sure you dont have a brake hanging up or a crappy bearing.
If its slick enough to drive slower, I always use 4hi. Short wheelbase rigs drive a little different in all conditions especially slippery ones. Where most rigs would will just swing the back end out to the side a bit, a wrangler will spin all the way around QUICK.
Im assuming when you say "spinning out" your describing an accidental donut and not just spinning tires? If its driving the same in 2wd and 4wd you may want to be sure the 4wd is working...
Tires make all the difference in Icy conditions so if your tires are shot, new ones will make a huge difference. Mud terrain tires dont do real well on ice unless they are studded.
Getting some weight in there will help too. I like to put a couple sand bags on the floor right behind the front seats and some in the very back too. Unless you dont have a back seat, then just lay them out evenly in the cargo area.
And like Florida said, Chain it up if you want to guarantee better traction. I like to chain up the front end and use 4hi when only chaining 2 tires. Assuming your 4wd is working right.
91 Laredo, 4.0ho, TF999, Magnaflow exhaust, Yukon rear axles, Spartan Lockers, Posi locker, 3.5 inch springs, 1"MML, 1"BL, 1"shackles, trimmed fenders, raised flares, 35x13.50s.